ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,218
COMMITMENTS
       0    4,055        0   80,833   76,778   80,833   80,833    7,385    7,385

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        645)
       0        0        0      850      850      850      850     -205     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      0.0     91.6     87.0     91.6     91.6      8.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       17       21       17       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,475
COMMITMENTS
       0    4,555        0   67,440   62,885   67,440   67,440    6,035    6,035

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        218)
       0        0        0      243      243      243      243      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.2      0.0     91.8     85.6     91.8     91.8      8.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       20       19       20       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,745
COMMITMENTS
   1,850      990        0   20,170   20,740   22,020   21,730    2,725    3,015

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:          0)
    -200        0        0      100     -100     -100     -100      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      4.0      0.0     81.5     83.8     89.0     87.8     11.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       13       12       16       13                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,140
COMMITMENTS
  11,620    6,475    3,745   40,496   45,911   55,861   56,131    3,279    3,009

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        660)
       0      140      -80      500      360      420      420      240      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     10.9      6.3     68.5     77.6     94.5     94.9      5.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       19       17       22       20                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,354
COMMITMENTS
   2,365    3,490    3,315   31,478   30,623   37,158   37,428    2,196    1,926

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:          7)
       0       90      -30       47      -43       17       17      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      8.9      8.4     80.0     77.8     94.4     95.1      5.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       17       18       20       21                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,345
COMMITMENTS
       0    3,340    1,800   18,685   15,525   20,485   20,665    1,860    1,680

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        200)
       0      -75        0      200      275      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.9      8.1     83.6     69.5     91.7     92.5      8.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       14       17       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,760
COMMITMENTS
  11,545    4,665    1,735   66,675   73,510   79,955   79,910   17,805   17,850

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:       -170)
    -550        0      230     -320     -870     -640     -640      470      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      4.8      1.8     68.2     75.2     81.8     81.7     18.2     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       19       22       21       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,160
COMMITMENTS
  12,500    7,135    1,125   63,335   68,645   76,960   76,905   16,200   16,255

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        160)
    -150        0       75     -100     -250     -175     -175      335      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      7.7      1.2     68.0     73.7     82.6     82.6     17.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       18       21       21       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,503
COMMITMENTS
   3,230   12,965      995   14,787    5,917   19,012   19,877    4,491    3,626

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        -15)
       0        0        0       10       10       10       10      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     55.2      4.2     62.9     25.2     80.9     84.6     19.1     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        4       17       10       22       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,833
COMMITMENTS
   3,230   11,475    1,540   13,859    6,534   18,629   19,549    4,204    3,284

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        -15)
       0        0        0      -15      -15      -15      -15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     50.3      6.7     60.7     28.6     81.6     85.6     18.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        4       17       10       22       15                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,720
COMMITMENTS
  31,865        0        0   31,980   63,640   63,845   63,640    1,875    2,080

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      5,550)
   5,850        0        0     -250    5,820    5,600    5,820      -50     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.5      0.0      0.0     48.7     96.8     97.1     96.8      2.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        0       11       11       15       11                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,925
COMMITMENTS
  26,295       55      190   31,675   58,215   58,160   58,460    2,765    2,465

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:       -125)
       0        0        0     -125     -125     -125     -125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2      0.1      0.3     52.0     95.6     95.5     96.0      4.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       16       12       21       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,535
COMMITMENTS
  18,105       55      540   30,500   48,700   49,145   49,295    2,390    2,240

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:       -125)
       0        0        0     -125     -125     -125     -125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1      0.1      1.0     59.2     94.5     95.4     95.7      4.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       17       12       22       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,825
COMMITMENTS
  16,935   21,150    2,110   44,790   40,930   63,835   64,190    5,990    5,635

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     30.3      3.0     64.1     58.6     91.4     91.9      8.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        4       16       13       21       18                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,065
COMMITMENTS
  13,125   21,150    2,110   44,065   36,135   59,300   59,395    4,765    4,670

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     33.0      3.3     68.8     56.4     92.6     92.7      7.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        4       16       13       21       18                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,842
COMMITMENTS
  17,100   13,610    5,620   37,543   41,103   60,263   60,333    3,579    3,509

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        395)
     -25     -100       10      460      535      445      445      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     21.3      8.8     58.8     64.4     94.4     94.5      5.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        4       19       14       25       18                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,320
COMMITMENTS
   8,900    9,550    5,915   35,668   35,268   50,483   50,733    2,837    2,587

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        710)
    -125        0       10      825      700      710      710        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     17.9     11.1     66.9     66.1     94.7     95.1      5.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        4       19       14       25       18                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      185,993
COMMITMENTS
   5,357   35,435    8,738  123,357   93,134  137,452  137,307   48,541   48,686

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      2,254)
  -4,675      420    1,545    3,445   -1,650      315      315    1,939    1,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     19.1      4.7     66.3     50.1     73.9     73.8     26.1     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        6        5       29       31       35       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      146,036
COMMITMENTS
   4,392   19,805    9,013   94,604   79,046  108,009  107,864   38,027   38,172

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:       -500)
  -4,545      245    1,630      814   -3,976   -2,101   -2,101    1,601    1,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     13.6      6.2     64.8     54.1     74.0     73.9     26.0     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        6        5       27       30       33       38                  
 
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                       Code-064FJY
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,975
COMMITMENTS
   1,500      300        0   20,665   21,625   22,165   21,925      810    1,050

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      1.3      0.0     89.9     94.1     96.5     95.4      3.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       13       13       14       14                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,051
COMMITMENTS
   1,755    3,590    8,815   54,216   52,611   64,786   65,016    4,265    4,035

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:       -705)
       0        0        0     -755     -755     -755     -755       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      5.2     12.8     78.5     76.2     93.8     94.2      6.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       15       18       17       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,435
COMMITMENTS
   1,580    3,040    9,065   42,025   40,805   52,670   52,910    6,765    6,525

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:         70)
       0        0        0     -115     -115     -115     -115      185      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      5.1     15.3     70.7     68.7     88.6     89.0     11.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       17       19       20       22                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,150
COMMITMENTS
  12,165    1,585    2,830   25,415   36,490   40,410   40,905    3,740    3,245

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:     -1,730)
  -4,800        0        0    3,040   -1,760   -1,760   -1,760       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      3.6      6.4     57.6     82.7     91.5     92.7      8.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       17       18       22       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,585
COMMITMENTS
  28,060    1,855    2,040   19,205   45,590   49,305   49,485    3,280    3,100

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:     -1,870)
  -4,800        0      150    1,980   -2,820   -2,670   -2,670      800      800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.4      3.5      3.9     36.5     86.7     93.8     94.1      6.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       15       18       18       21                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      151,277
COMMITMENTS
   9,875    7,070    6,000  106,177  108,982  122,052  122,052   29,225   29,225

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      2,415)
     140   -4,800        0   -1,465    3,475   -1,325   -1,325    3,740    3,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      4.7      4.0     70.2     72.0     80.7     80.7     19.3     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        2       28       29       33       32                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      120,555
COMMITMENTS
   4,575    2,915    8,855   90,125   91,755  103,555  103,525   17,000   17,030

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        695)
      90   -4,800      585   -2,255    2,635   -1,580   -1,580    2,275    2,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      2.4      7.3     74.8     76.1     85.9     85.9     14.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        3       25       27       29       31                  



Updated July 17, 2020