ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       89,002
COMMITMENTS
       0    4,240        0   81,516   77,276   81,516   81,516    7,486    7,486

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.8      0.0     91.6     86.8     91.6     91.6      8.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       18       21       18       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,392
COMMITMENTS
       0    4,680        0   68,577   63,897   68,577   68,577    5,815    5,815

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        161)
       0        0        0      161      161      161      161        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.3      0.0     92.2     85.9     92.2     92.2      7.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       20       20       20       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,885
COMMITMENTS
   2,240    1,005        0   20,985   21,920   23,225   22,925    2,660    2,960

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        680)
       0        0        0      380      380      380      380      300      300

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        0       12       11       16       12                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,316
COMMITMENTS
  11,620    5,050    3,900   39,949   46,794   55,469   55,744    3,847    3,572

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        220)
       0      300      -50      270      -30      220      220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      8.5      6.6     67.3     78.9     93.5     94.0      6.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       18       17       21       20                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,607
COMMITMENTS
   2,565    2,035    3,310   30,436   31,241   36,311   36,586    2,296    2,021

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        670)
       0      300        0      620      320      620      620       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      5.3      8.6     78.8     80.9     94.1     94.8      5.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       17       17       20       20                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,900
COMMITMENTS
     885   16,420       90   31,545   15,815   32,520   32,325    1,380    1,575

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     48.4      0.3     93.1     46.7     95.9     95.4      4.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       15       14       17       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      100,630
COMMITMENTS
  12,825    4,755    1,515   67,390   75,390   81,730   81,660   18,900   18,970

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        450)
       0        0        0     -115     -115     -115     -115      565      565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      4.7      1.5     67.0     74.9     81.2     81.1     18.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       18       23       20       26                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,345
COMMITMENTS
  13,150    7,300    1,070   63,880   69,700   78,100   78,070   17,245   17,275

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        285)
       0        0        0      175      175      175      175      110      110

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       18       21       20       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,834
COMMITMENTS
   3,205   13,950    1,290   15,999    6,104   20,494   21,344    4,340    3,490

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:         50)
       0      210     -100      150      -60       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     56.2      5.2     64.4     24.6     82.5     85.9     17.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        4       17       11       22       16                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,904
COMMITMENTS
   3,205   12,315    1,800   14,775    6,515   19,780   20,630    4,124    3,274

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        -15)
       0       60        0      -15      -75      -15      -15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     51.5      7.5     61.8     27.3     82.7     86.3     17.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        4       17       11       22       16                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,865
COMMITMENTS
  28,555        0       25   33,270   61,185   61,850   61,210    2,015    2,655

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        490)
       0        0        0      390      390      390      390      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7      0.0      0.0     52.1     95.8     96.8     95.8      3.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       12       10       16       11                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,925
COMMITMENTS
  26,700      215      175   33,540   60,175   60,415   60,565    2,510    2,360

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        475)
     625      -25       25     -360      290      290      290      185      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4      0.3      0.3     53.3     95.6     96.0     96.2      4.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       17       11       22       14                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,105
COMMITMENTS
  18,110      215      525   32,080   50,125   50,715   50,865    2,390    2,240

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        405)
     625      -25      -20     -375      275      230      230      175      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1      0.4      1.0     60.4     94.4     95.5     95.8      4.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       18       11       23       14                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,810
COMMITMENTS
   2,330    4,760      530   13,570   11,585   16,430   16,875    3,380    2,935

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:          0)
       0       30        0        0        0        0       30        0      -30

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        1       11        8       13       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,135
COMMITMENTS
  17,890   21,450    2,270   47,070   43,750   67,230   67,470    5,905    5,665

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:       -330)
       0   -1,000        0     -300      700     -300     -300      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     29.3      3.1     64.4     59.8     91.9     92.3      8.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        3       17       13       22       17                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,055
COMMITMENTS
  14,060   21,450    2,270   46,160   38,810   62,490   62,530    4,565    4,525

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:       -200)
       0   -1,000        0     -225      775     -225     -225       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     32.0      3.4     68.8     57.9     93.2     93.3      6.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        3       17       14       22       18                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,027
COMMITMENTS
  16,565   14,260    4,970   36,566   38,951   58,101   58,181    3,926    3,846

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:       -150)
    -400       75      175       75     -400     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     23.0      8.0     59.0     62.8     93.7     93.8      6.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        3       17       13       23       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,330
COMMITMENTS
   7,915    9,860    5,510   33,907   32,232   47,332   47,602    2,998    2,728

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:       -205)
    -450       25      135      100     -375     -215     -215       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     19.6     10.9     67.4     64.0     94.0     94.6      6.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        5       17       13       23       18                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      184,639
COMMITMENTS
   9,184   34,545    7,286  121,892   96,436  138,362  138,267   46,277   46,372

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        420)
    -400      815     -635      845     -370     -190     -190      610      610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     18.7      3.9     66.0     52.2     74.9     74.9     25.1     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        7        4       29       30       34       38                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      148,631
COMMITMENTS
   7,869   18,070    8,011   95,594   85,298  111,474  111,379   37,157   37,252

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      1,580)
    -360    1,075     -640    1,683      248      683      683      897      897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     12.2      5.4     64.3     57.4     75.0     74.9     25.0     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        6        4       26       29       31       37                  
 
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                       Code-064FJY
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,695
COMMITMENTS
     600      350        0   21,160   21,110   21,760   21,460      935    1,235

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      1.5      0.0     93.2     93.0     95.9     94.6      4.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       12       12       13       13                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,156
COMMITMENTS
   1,985    3,935    8,965   57,606   55,886   68,556   68,786    4,600    4,370

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        930)
     660     -540      540     -165    1,035    1,035    1,035     -105     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      5.4     12.3     78.7     76.4     93.7     94.0      6.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       18       18       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,579
COMMITMENTS
   1,150    3,385    9,490   45,129   43,014   55,769   55,889    5,810    5,690

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      1,085)
      60   -1,140    1,140       10    1,210    1,210    1,210     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      5.5     15.4     73.3     69.9     90.6     90.8      9.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       19       20       21       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,475
COMMITMENTS
  16,450      650    3,230   18,095   34,415   37,775   38,295    3,700    3,180

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:       -165)
       0      600     -175       30     -590     -145     -165      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7      1.6      7.8     43.6     83.0     91.1     92.3      8.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       16       18       20       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,945
COMMITMENTS
  33,045      880    2,030   13,860   46,235   48,935   49,145    2,010    1,800

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        -75)
       0      600     -245      150     -450      -95      -95       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.9      1.7      4.0     27.2     90.8     96.1     96.5      3.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       14       18       17       21                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      152,448
COMMITMENTS
   9,040   11,535    6,600  112,108  109,613  127,748  127,748   24,700   24,700

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      1,725)
       0    1,200        0    2,090      890    2,090    2,090     -365     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      7.6      4.3     73.5     71.9     83.8     83.8     16.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        2       28       29       33       31                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      117,860
COMMITMENTS
   3,680    7,185    9,140   89,855   86,305  102,675  102,630   15,185   15,230

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      2,345)
       0    1,200        0    2,785    1,755    2,785    2,955     -440     -610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      6.1      7.8     76.2     73.2     87.1     87.1     12.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       25       26       29       29                  



Updated June 19, 2020