ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,050
COMMITMENTS
       0      213    2,115   46,220   46,007   48,335   48,335    7,715    7,715

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:      3,055)
       0     -800      600    2,335    3,135    2,935    2,935      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      3.8     82.5     82.1     86.2     86.2     13.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       20       21       21       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,930
COMMITMENTS
       0    2,090      550   39,957   37,865   40,507   40,505    6,423    6,425

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:        355)
       0     -200        0      355      570      355      370        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.5      1.2     85.1     80.7     86.3     86.3     13.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       15       20       16       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,061
COMMITMENTS
   2,360    2,155      175   22,082   22,282   24,617   24,612    2,444    2,449

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:       -143)
       0      -10        0     -143     -133     -143     -143        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      8.0      0.6     81.6     82.3     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 10/01/19          |
--------------------------------------------------------------| 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    1,575      245   18,730   19,260   21,205   21,080    1,620    1,745

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:          0)
       0      -10        0        0       10        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      6.9      1.1     82.1     84.4     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 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,570
COMMITMENTS
  11,085    1,060    3,395   21,776   32,196   36,256   36,651    3,314    2,919

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:        189)
    -390     -300     -110      500      410        0        0      189      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0      2.7      8.6     55.0     81.4     91.6     92.6      8.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       15       20       17       23                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,275
COMMITMENTS
     860   10,070    1,710   20,715   11,895   23,285   23,675      990      600

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:          5)
     650     -200      135     -780       70        5        5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     41.5      7.0     85.3     49.0     95.9     97.5      4.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       15       15       18       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,767
COMMITMENTS
  12,280    2,520    3,920   58,035   67,382   74,235   73,822   16,532   16,945

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:      1,385)
     450        0     -200      235      685      485      485      900      900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      2.8      4.3     63.9     74.2     81.8     81.3     18.2     18.7

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 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       85,682
COMMITMENTS
   9,285    1,805    4,180   56,656   63,495   70,121   69,480   15,561   16,202

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:      1,315)
     600      -50        0     -120      530      480      480      835      835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      2.1      4.9     66.1     74.1     81.8     81.1     18.2     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       17       21       20       25                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,158
COMMITMENTS
   2,690    8,090      830   15,634   10,839   19,154   19,759    4,004    3,399

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:        987)
     250     -150      -25      347      747      572      572      415      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     34.9      3.6     67.5     46.8     82.7     85.3     17.3     14.7

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 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,638
COMMITMENTS
   3,805    8,275    1,270   14,636   10,951   19,711   20,496    3,927    3,142

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:      1,042)
     400        0     -160      555      955      795      795      247      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     35.0      5.4     61.9     46.3     83.4     86.7     16.6     13.3

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 10/01/19          |
--------------------------------------------------------------| 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 09/24/19 (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 10/01/19          |
--------------------------------------------------------------| 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 09/24/19 (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 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,727
COMMITMENTS
  25,170        0        0   22,116   47,139   47,286   47,139    4,441    4,588

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:      1,120)
   1,100        0        0       20    1,100    1,120    1,100        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.7      0.0      0.0     42.8     91.1     91.4     91.1      8.6      8.9

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 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,244
COMMITMENTS
  24,695        0        0   22,811   47,257   47,506   47,257    4,738    4,987

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:        950)
     900        0        0       50      950      950      950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.3      0.0      0.0     43.7     90.5     90.9     90.5      9.1      9.5

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 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,290
COMMITMENTS
  33,865       75    1,630   26,690   60,670   62,185   62,375    4,105    3,915

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:      4,120)
   1,895        0      -50    1,850    3,745    3,695    3,695      425      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.1      0.1      2.5     40.3     91.5     93.8     94.1      6.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        1        3       20       15       30       18                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,890
COMMITMENTS
  33,525        0    1,905   26,300   60,025   61,730   61,930    4,160    3,960

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:      4,010)
   1,895        0      -50    1,735    3,630    3,580    3,580      430      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.9      0.0      2.9     39.9     91.1     93.7     94.0      6.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        0        3       20       13       29       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,690
COMMITMENTS
   1,405    6,140      535   11,795    7,405   13,735   14,080    1,955    1,610

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:        250)
    -150      225        0      -50     -500     -200     -275      450      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     39.1      3.4     75.2     47.2     87.5     89.7     12.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        2       14        8       17       14                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,145
COMMITMENTS
   1,880    6,265      415   10,745    6,905   13,040   13,585    2,105    1,560

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:        250)
       0      225        0     -200     -500     -200     -275      450      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     41.4      2.7     70.9     45.6     86.1     89.7     13.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        5        2       12        8       15       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,165
COMMITMENTS
  19,225   20,770    1,865   38,565   37,155   59,655   59,790    4,510    4,375

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:        520)
     -40     -175      -15      495      630      440      440       80       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     32.4      2.9     60.1     57.9     93.0     93.2      7.0      6.8

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 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,860
COMMITMENTS
  16,615   20,770    2,065   38,650   34,620   57,330   57,455    4,530    4,405

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:        200)
     -40     -175      -35      275      410      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     33.6      3.3     62.5     56.0     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 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,193
COMMITMENTS
  15,190   15,490    1,665   38,037   38,097   54,892   55,252    2,301    1,941

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:        805)
     450     -280       25      310    1,040      785      785       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6     27.1      2.9     66.5     66.6     96.0     96.6      4.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        3       21       11       26       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,914
COMMITMENTS
   9,715   10,790    2,505   33,419   32,514   45,639   45,809    1,275    1,105

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:      1,090)
     450     -280      275      345    1,075    1,070    1,070       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     23.0      5.3     71.2     69.3     97.3     97.6      2.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        4       22       12       28       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      160,419
COMMITMENTS
   1,325   32,751    5,544  134,515  103,102  141,384  141,397   19,035   19,022

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:      4,100)
       0    4,735   -1,405    4,875      140    3,470    3,470      630      630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     20.4      3.5     83.9     64.3     88.1     88.1     11.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        9        4       28       31       33       41                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      144,471
COMMITMENTS
   1,125   30,591    7,894  121,527   92,061  130,546  130,546   13,925   13,925

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:      4,215)
    -549    4,336       24    4,505     -380    3,980    3,980      235      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     21.2      5.5     84.1     63.7     90.4     90.4      9.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        8        4       23       28       28       37                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,880
COMMITMENTS
     810   10,795    2,155   42,260   32,840   45,225   45,790    3,655    3,090

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:      1,570)
     300      675       40    1,335      960    1,675    1,675     -105     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     22.1      4.4     86.5     67.2     92.5     93.7      7.5      6.3

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 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,740
COMMITMENTS
     885    9,560    3,270   37,505   29,310   41,660   42,140    3,080    2,600

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:        830)
     300      275      270      270      295      840      840      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     21.4      7.3     83.8     65.5     93.1     94.2      6.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       17       21       20       24                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,395
COMMITMENTS
  16,990       75    1,045   18,930   36,185   36,965   37,305    1,430    1,090

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:        330)
    -500        0      130      680      580      310      710       20     -380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.3      0.2      2.7     49.3     94.2     96.3     97.2      3.7      2.8

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 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      117,480
COMMITMENTS
   9,065   11,405    4,785   85,286   83,006   99,136   99,196   18,344   18,284

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:      5,980)
    -320     -275      100    6,420    5,975    6,200    5,800     -220      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      9.7      4.1     72.6     70.7     84.4     84.4     15.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        3       29       28       35       31                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       92,774
COMMITMENTS
   6,805    3,525    9,700   62,694   66,129   79,199   79,354   13,575   13,420

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:      4,285)
    -695     -375      505    4,875    4,155    4,685    4,285     -400        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      3.8     10.5     67.6     71.3     85.4     85.5     14.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        4       27       26       31       30                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,395
COMMITMENTS
   6,400      300      610   23,520   29,655   30,530   30,565    2,865    2,830

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2      0.9      1.8     70.4     88.8     91.4     91.5      8.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       13       12       15       14                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,990
COMMITMENTS
   4,910      565      420   24,235   28,585   29,565   29,570    2,425    2,420

CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3      1.8      1.3     75.8     89.4     92.4     92.4      7.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       13       11       15       14                  



Updated October 04, 2019