ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,995
COMMITMENTS
       0    1,013    1,515   43,885   42,872   45,400   45,400    7,595    7,595

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -460)
       0       50      -75      195      145      120      120     -580     -580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      2.9     82.8     80.9     85.7     85.7     14.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       20       20       21       22                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,575
COMMITMENTS
       0    2,290      550   39,602   37,295   40,152   40,135    6,423    6,440

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -150)
       0      -25      -25      147      170      122      120     -272     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.9      1.2     85.0     80.1     86.2     86.2     13.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       15       19       16       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,204
COMMITMENTS
   2,360    2,165      175   22,225   22,415   24,760   24,755    2,444    2,449

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -360)
       0      -50        0       95       20       95      -30     -455     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      8.0      0.6     81.7     82.4     91.0     91.0      9.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       13       15       17       18                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,825
COMMITMENTS
   2,230    1,585      245   18,730   19,250   21,205   21,080    1,620    1,745

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -195)
       0      -50        0       85       10       85      -40     -280     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      6.9      1.1     82.1     84.3     92.9     92.4      7.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        2       10       16       15       18                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,381
COMMITMENTS
  11,475    1,360    3,505   21,276   31,786   36,256   36,651    3,125    2,730

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -375)
     -30        0       35     -568     -478     -563     -443      188       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1      3.5      8.9     54.0     80.7     92.1     93.1      7.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       14       19       16       22                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,270
COMMITMENTS
     210   10,270    1,575   21,495   11,825   23,280   23,670      990      600

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        320)
       0     -330      340     -115      235      225      245       95       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     42.3      6.5     88.6     48.7     95.9     97.5      4.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       15       14       18       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       89,382
COMMITMENTS
  11,830    2,520    4,120   57,800   66,697   73,750   73,337   15,632   16,045

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,410)
   2,450      350   -1,665     -165    1,935      620      620      790      790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2      2.8      4.6     64.7     74.6     82.5     82.0     17.5     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       16       22       19       27                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       84,367
COMMITMENTS
   8,685    1,855    4,180   56,776   62,965   69,641   69,000   14,726   15,367

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,205)
   2,450      300   -1,185       10    2,160    1,275    1,275      930      930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      2.2      5.0     67.3     74.6     82.5     81.8     17.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       18       21       21       25                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,171
COMMITMENTS
   2,440    8,240      855   15,287   10,092   18,582   19,187    3,589    2,984

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -200)
       0        0        0     -260     -250     -260     -250       60       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     37.2      3.9     69.0     45.5     83.8     86.5     16.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        4        3       17       11       22       16                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,596
COMMITMENTS
   3,405    8,275    1,430   14,081    9,996   18,916   19,701    3,680    2,895

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        795)
     735      585      130     -110       50      755      765       40       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     36.6      6.3     62.3     44.2     83.7     87.2     16.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        3        3       16       10       21       15                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,517
COMMITMENTS
   9,815    5,730      495   13,656   18,106   23,966   24,331    3,551    3,186

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.7     20.8      1.8     49.6     65.8     87.1     88.4     12.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        3       14        7       18       11                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,619
COMMITMENTS
   9,875    5,210      495   13,065   18,090   23,435   23,795    3,184    2,824

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1     19.6      1.9     49.1     68.0     88.0     89.4     12.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        3       14        7       18       11                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,607
COMMITMENTS
  24,070        0        0   22,096   46,039   46,166   46,039    4,441    4,568

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         50)
      50        0        0      -15       35       35       35       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.6      0.0      0.0     43.7     91.0     91.2     91.0      8.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       14       15       18       15                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,294
COMMITMENTS
  23,795        0        0   22,761   46,307   46,556   46,307    4,738    4,987

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         10)
       0        0        0       10       10       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.4      0.0      0.0     44.4     90.3     90.8     90.3      9.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        0       12       15       16       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,170
COMMITMENTS
  31,970       75    1,680   24,840   56,925   58,490   58,680    3,680    3,490

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      3,990)
   3,500        0        0      425    3,925    3,925    3,925       65       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.4      0.1      2.7     40.0     91.6     94.1     94.4      5.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        1        3       19       14       29       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,880
COMMITMENTS
  31,630        0    1,955   24,565   56,395   58,150   58,350    3,730    3,530

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      4,020)
   3,550        0        0      375    3,925    3,925    3,925       95       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.1      0.0      3.2     39.7     91.1     94.0     94.3      6.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        0        3       19       12       28       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,440
COMMITMENTS
   1,555    5,915      535   11,845    7,905   13,935   14,355    1,505    1,085

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         15)
      50       50        0      -35      -35       15       15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     38.3      3.5     76.7     51.2     90.3     93.0      9.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        2       15        8       18       14                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,895
COMMITMENTS
   1,880    6,040      415   10,945    7,405   13,240   13,860    1,655    1,035

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         15)
      50       50        0       25      -35       75       15      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     40.6      2.8     73.5     49.7     88.9     93.1     11.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        5        2       13        8       16       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,645
COMMITMENTS
  19,265   20,945    1,880   38,070   36,525   59,215   59,350    4,430    4,295

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -480)
  -3,700   -3,050      560    2,985    2,335     -155     -155     -325     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3     32.9      3.0     59.8     57.4     93.0     93.3      7.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        3        6       17       14       27       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,660
COMMITMENTS
  16,655   20,945    2,100   38,375   34,210   57,130   57,255    4,530    4,405

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -650)
  -3,700   -3,050      560    3,235    2,085       95     -405     -745     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     34.0      3.4     62.2     55.5     92.7     92.9      7.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        3        5       16       14       26       19                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,388
COMMITMENTS
  14,740   15,770    1,640   37,727   37,057   54,107   54,467    2,281    1,921

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,390)
    -180      465       25    1,605      755    1,450    1,245      -60      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1     28.0      2.9     66.9     65.7     96.0     96.6      4.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        3       21       11       26       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,824
COMMITMENTS
   9,265   11,070    2,230   33,074   31,439   44,569   44,739    1,255    1,085

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        900)
    -805      -60      310    1,339      479      844      729       56      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     24.2      4.9     72.2     68.6     97.3     97.6      2.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        4       22       12       28       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      156,319
COMMITMENTS
   1,325   28,016    6,949  129,640  102,962  137,914  137,927   18,405   18,392

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      3,028)
       0     -855   -1,135    4,505    5,373    3,370    3,383     -342     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     17.9      4.4     82.9     65.9     88.2     88.2     11.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        9        4       28       30       33       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      140,256
COMMITMENTS
   1,674   26,255    7,870  117,022   92,441  126,566  126,566   13,690   13,690

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,185)
    -970   -1,725      160    2,768    3,523    1,958    1,958     -773     -773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     18.7      5.6     83.4     65.9     90.2     90.2      9.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        7        4       23       27       28       36                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,310
COMMITMENTS
     510   10,120    2,115   40,925   31,880   43,550   44,115    3,760    3,195

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      3,425)
     175    2,695     -305    3,490      990    3,360    3,380       65       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     21.4      4.5     86.5     67.4     92.1     93.2      7.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       17       16       20       20                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,910
COMMITMENTS
     585    9,285    3,000   37,235   29,015   40,820   41,300    3,090    2,610

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      3,745)
     175    2,870     -380    3,995    1,320    3,790    3,810      -45      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     21.1      6.8     84.8     66.1     93.0     94.1      7.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       17       20       21       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,065
COMMITMENTS
  17,490       75      915   18,250   35,605   36,655   36,595    1,410    1,470

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,150)
   1,975        0      -75      320    1,895    2,220    1,820      -70      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.9      0.2      2.4     47.9     93.5     96.3     96.1      3.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        3       13       15       17       19                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      111,500
COMMITMENTS
   9,385   11,680    4,685   78,866   77,031   92,936   93,396   18,564   18,104

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,395)
   2,325    2,170     -540       85      640    1,870    2,270      525      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     10.5      4.2     70.7     69.1     83.4     83.8     16.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        5       29       27       35       32                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,489
COMMITMENTS
   7,500    3,900    9,195   57,819   61,974   74,514   75,069   13,975   13,420

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,120)
   2,390    2,345     -490      120      505    2,020    2,360      100     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      4.4     10.4     65.3     70.0     84.2     84.8     15.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        3       27       26       31       30                  



Updated September 27, 2019