ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       76,181
COMMITMENTS
       0    5,118      140   67,486   62,368   67,626   67,626    8,555    8,555

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      4,030)
       0    2,675        0    4,210    1,535    4,210    4,210     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.7      0.2     88.6     81.9     88.8     88.8     11.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       17       19       18       22                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,476
COMMITMENTS
       0    4,845      255   55,432   50,587   55,687   55,687    7,789    7,789

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      4,012)
       0    3,085      -20    3,927      842    3,907    3,907      105      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.6      0.4     87.3     79.7     87.7     87.7     12.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       15       19       16       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,365
COMMITMENTS
   2,235    1,760        0   21,735   22,065   23,970   23,825    3,395    3,540

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -250)
       0        0        0     -365     -365     -365     -365      115      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      6.4      0.0     79.4     80.6     87.6     87.1     12.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        0       10       15       13       17                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,550
COMMITMENTS
   2,155    1,580       50   19,025   19,455   21,230   21,085    2,320    2,465

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      -50      -50      -50      -50      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      6.7      0.2     80.8     82.6     90.1     89.5      9.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        1        9       15       13       17                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,740
COMMITMENTS
  10,710    2,610    6,010   30,868   39,148   47,588   47,768    3,152    2,972

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,374)
     470     -300        0      501    1,271      971      971      403      403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      5.1     11.8     60.8     77.2     93.8     94.1      6.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       18       21       21       24                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,085
COMMITMENTS
   2,475      360    4,705   21,292   23,842   28,472   28,907    2,613    2,178

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,611)
     170        0      130    1,381    1,541    1,681    1,671      -70      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      1.2     15.1     68.5     76.7     91.6     93.0      8.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       16       17       19       20                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,350
COMMITMENTS
     535   13,805    1,520   24,750   12,100   26,805   27,425    1,545      925

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -285)
       0      200     -200      -85     -285     -285     -285        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     48.7      5.4     87.3     42.7     94.6     96.7      5.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       14       12       16       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       94,093
COMMITMENTS
  15,080    2,530    1,800   58,633   70,763   75,513   75,093   18,580   19,000

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:          0)
    -200       75        0      200      -75        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0      2.7      1.9     62.3     75.2     80.3     79.8     19.7     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        4        2       20       23       23       28                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       92,028
COMMITMENTS
  13,205    2,640    2,355   58,379   68,464   73,939   73,459   18,089   18,569

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        170)
     -25      250     -175      200      -75        0        0      170      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3      2.9      2.6     63.4     74.4     80.3     79.8     19.7     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        2       20       22       23       26                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,939
COMMITMENTS
   4,125    9,930    1,260   16,616   11,266   22,001   22,456    3,938    3,483

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        420)
    -180     -255      375      225      300      420      420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     38.3      4.9     64.1     43.4     84.8     86.6     15.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        5        4       17       12       22       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,954
COMMITMENTS
   5,265   10,170    1,985   15,423   11,668   22,673   23,823    4,281    3,131

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        365)
     150       75      -10      225      300      365      365        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     37.7      7.4     57.2     43.3     84.1     88.4     15.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        4       16       12       21       18                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,758
COMMITMENTS
   8,790    7,715      420   16,543   18,178   25,753   26,313    3,005    2,445

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        900)
       0      600        0      900      300      900      900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6     26.8      1.5     57.5     63.2     89.6     91.5     10.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       14        9       16       14                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,994
COMMITMENTS
   8,790    7,235      365   14,071   16,006   23,226   23,606    2,768    2,388

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8     27.8      1.4     54.1     61.6     89.4     90.8     10.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        2       13        8       15       13                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,178
COMMITMENTS
  27,160        0        0   25,615   52,385   52,775   52,385    3,403    3,793

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        620)
       0        0        0      620      620      620      620        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.3      0.0      0.0     45.6     93.2     93.9     93.2      6.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        0        0       11       15       16       15                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,895
COMMITMENTS
  27,095        0        0   24,370   51,081   51,465   51,081    3,430    3,814

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0      -20      -20      -20      -20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.4      0.0      0.0     44.4     93.1     93.8     93.1      6.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        0       12       14       16       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,725
COMMITMENTS
  25,265        0    1,035   27,050   52,495   53,350   53,530    3,375    3,195

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        230)
  -1,665        0       70    1,905      240      310      310      -80      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.5      0.0      1.8     47.7     92.5     94.1     94.4      5.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        0        2       19       11       25       13                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,785
COMMITMENTS
  24,715        0    1,135   26,960   51,855   52,810   52,990    2,975    2,795

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        195)
  -1,665        0       20    1,950      285      305      305     -110     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.3      0.0      2.0     48.3     93.0     94.7     95.0      5.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        0        2       19       11       25       13                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,840
COMMITMENTS
     150    8,395      515   19,090   11,015   19,755   19,925    2,085    1,915

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:          0)
       0     -150        0        0      150        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     38.4      2.4     87.4     50.4     90.5     91.2      9.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        1       14       11       16       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,680
COMMITMENTS
     100    7,300      950   16,650   10,890   17,700   19,140    2,980    1,540

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        150)
       0     -150      150        0      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     35.3      4.6     80.5     52.7     85.6     92.6     14.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        5        1       12       10       14       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       71,480
COMMITMENTS
  22,460   20,920    1,250   42,280   43,895   65,990   66,065    5,490    5,415

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        780)
    -370   -1,400      150      410    1,440      190      190      590      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.4     29.3      1.7     59.1     61.4     92.3     92.4      7.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        4       16       15       22       19                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,940
COMMITMENTS
  19,780   20,920    1,170   41,820   40,755   62,770   62,845    5,170    5,095

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,105)
    -370   -1,400      150      705    1,735      485      485      620      620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1     30.8      1.7     61.6     60.0     92.4     92.5      7.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        3       17       17       23       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,247
COMMITMENTS
  14,180   15,105    1,910   35,631   35,066   51,721   52,081    2,526    2,166

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        532)
     -50      350        0       78     -272       28       78      504      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1     27.8      3.5     65.7     64.6     95.3     96.0      4.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        4        2       23       14       27       19                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,897
COMMITMENTS
   8,255   10,405    2,140   31,804   30,014   42,199   42,559    1,698    1,338

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        499)
       0      300        0     -100     -350     -100      -50      599      549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     23.7      4.9     72.5     68.4     96.1     97.0      3.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        4        4       23       14       28       20                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      162,766
COMMITMENTS
   1,949   21,940   12,365  114,580   94,589  128,894  128,894   33,872   33,872

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        713)
  -1,275   -2,785    2,965   -2,114     -654     -424     -474    1,137    1,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     13.5      7.6     70.4     58.1     79.2     79.2     20.8     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        5        6       27       32       33       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      141,917
COMMITMENTS
   4,269   23,180   10,001  100,408   81,497  114,678  114,678   27,239   27,239

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,260)
  -1,275   -2,085    2,325     -814      -54      236      186    1,024    1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0     16.3      7.0     70.8     57.4     80.8     80.8     19.2     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        6       25       31       32       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,895
COMMITMENTS
       0   15,545    2,330   53,465   37,920   55,795   55,795    5,100    5,100

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         75)
       0       70        5      370      300      375      375     -300     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     25.5      3.8     87.8     62.3     91.6     91.6      8.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        3       18       19       21       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,995
COMMITMENTS
       0   14,970    2,490   44,375   29,490   46,865   46,950    5,130    5,045

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -260)
       0       75      -15       10      -20       -5       40     -255     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     28.8      4.8     85.3     56.7     90.1     90.3      9.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       17       17       19       20                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,080
COMMITMENTS
  20,755       85    1,160   17,435   38,480   39,350   39,725    3,730    3,355

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        260)
     155       45        0      270      405      425      450     -165     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.2      0.2      2.7     40.5     89.3     91.3     92.2      8.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        4       16       18       21       22                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,280
COMMITMENTS
  32,710        0    1,585   13,475   46,325   47,770   47,910    1,510    1,370

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        110)
     110        0       20      -20       90      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.4      0.0      3.2     27.3     94.0     96.9     97.2      3.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        4       10       14       14       18                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      129,985
COMMITMENTS
  12,290    5,640    4,670   92,250   98,815  109,210  109,125   20,775   20,860

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      4,245)
    -300     -160      180    4,090    3,925    3,970    3,945      275      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      4.3      3.6     71.0     76.0     84.0     84.0     16.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        2       29       29       35       31                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      104,699
COMMITMENTS
   7,910    1,965    8,135   71,054   77,099   87,099   87,199   17,600   17,500

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,315)
     475       80     -325      725    1,120      875      875      440      440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      1.9      7.8     67.9     73.6     83.2     83.3     16.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        3       27       26       31       30                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,090
COMMITMENTS
   5,555      300      765   23,300   28,605   29,620   29,670    1,470    1,420

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        475)
       0        0        0      300      300      300      300      175      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9      1.0      2.5     74.9     92.0     95.3     95.4      4.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       14       11       16       14                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,470
COMMITMENTS
   4,410      325      770   23,710   28,240   28,890   29,335    1,580    1,135

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         50)
       0        0        0      195      195      195      195     -145     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      1.1      2.5     77.8     92.7     94.8     96.3      5.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       13       10       16       13                  



Updated January 31, 2020