ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       77,983
COMMITMENTS
       0    3,870       95   70,359   66,489   70,454   70,454    7,529    7,529

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:       -295)
       0        0        0      -20      -20      -20      -20     -275     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.0      0.1     90.2     85.3     90.3     90.3      9.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       18       20       19       22                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,611
COMMITMENTS
       0    4,575       30   58,606   54,031   58,636   58,636    5,975    5,975

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:         58)
       0        0        0       -2       -2       -2       -2       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.1      0.0     90.7     83.6     90.8     90.8      9.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       16       20       17       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,000
COMMITMENTS
   1,985    1,300        0   20,015   20,565   22,000   21,865    3,000    3,135

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      125      125      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      5.2      0.0     80.1     82.3     88.0     87.5     12.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        0        8       13       11       15                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,675
COMMITMENTS
   2,045    1,300        0   18,490   19,100   20,535   20,400    2,140    2,275

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        225)
       0        0        0      225      225      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      5.7      0.0     81.5     84.2     90.6     90.0      9.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        0        8       14       11       16                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,503
COMMITMENTS
  11,680    3,410    4,685   36,823   45,383   53,188   53,478    3,315    3,025

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:       -470)
       0     -480      -50      -15      465      -65      -65     -405     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7      6.0      8.3     65.2     80.3     94.1     94.6      5.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       20       19       23       22                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,808
COMMITMENTS
   3,595      385    3,415   28,006   31,786   35,016   35,586    2,792    2,222

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:       -760)
     300        0        0   -1,060     -700     -760     -700        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      1.0      9.0     74.1     84.1     92.6     94.1      7.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       17       18       20       21                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,185
COMMITMENTS
     535   15,835      140   26,420   11,510   27,095   27,485    1,090      700

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     56.2      0.5     93.7     40.8     96.1     97.5      3.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15       14       16       16                  
 
 
NYISO.WEST_month_off_dap - NODAL EXCHANGE                            Code-064DEV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,970
COMMITMENTS
     375    4,080        0   12,050    9,105   12,425   13,185    1,545      785

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7     29.2      0.0     86.3     65.2     88.9     94.4     11.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       11       14       13       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       96,773
COMMITMENTS
  14,145    3,640    2,150   60,853   71,348   77,148   77,138   19,625   19,635

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6      3.8      2.2     62.9     73.7     79.7     79.7     20.3     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        3       19       22       22       27                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,480
COMMITMENTS
  14,365    6,480      980   55,975   63,830   71,320   71,290   19,160   19,190

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      7.2      1.1     61.9     70.5     78.8     78.8     21.2     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        3       18       20       21       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,972
COMMITMENTS
   4,030    9,950    1,075   14,555    9,530   19,660   20,555    3,312    2,417

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:       -190)
      75     -365      225      339      779      639      639     -829     -829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     43.3      4.7     63.4     41.5     85.6     89.5     14.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        7        3       17       12       21       20                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,717
COMMITMENTS
   4,410    8,920    1,860   13,706   10,076   19,976   20,856    2,741    1,861

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:       -430)
     625      275     -210      199      549      614      614   -1,044   -1,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     39.3      8.2     60.3     44.4     87.9     91.8     12.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        7        3       17       12       21       20                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,383
COMMITMENTS
  12,060    5,205    1,040   16,453   24,073   29,553   30,318    2,830    2,065

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.2     16.1      3.2     50.8     74.3     91.3     93.6      8.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       14        7       17       10                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,898
COMMITMENTS
  23,060        0       45   25,999   48,595   49,104   48,640    2,794    3,258

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        685)
      25        0        0      660      685      685      685        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.4      0.0      0.1     50.1     93.6     94.6     93.7      5.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        0        1       13       13       18       14                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,630
COMMITMENTS
  22,750        0       45   29,050   51,660   51,845   51,705    2,785    2,925

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        660)
       0        0        0      660      660      660      660        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.6      0.0      0.1     53.2     94.6     94.9     94.6      5.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       13       13       17       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,960
COMMITMENTS
  19,954        0    2,035   27,061   47,195   49,050   49,230    2,910    2,730

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        350)
    -700        0        0    1,100      400      400      400      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.4      0.0      3.9     52.1     90.8     94.4     94.7      5.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        0        3       17       13       25       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,905
COMMITMENTS
  18,604        0    2,135   26,446   45,230   47,185   47,365    2,720    2,540

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        200)
    -900        0        0    1,190      290      290      290      -90      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.3      0.0      4.3     53.0     90.6     94.5     94.9      5.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        0        3       17       13       25       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,060
COMMITMENTS
   2,845    5,570    1,120   15,425   13,375   19,390   20,065    2,670    1,995

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        490)
   2,350      165     -705   -1,275      910      370      370      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     25.2      5.1     69.9     60.6     87.9     91.0     12.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        2       14       11       18       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,165
COMMITMENTS
   3,925    5,645      780   14,265   13,035   18,970   19,460    2,195    1,705

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        755)
   2,325      165     -400   -1,400      785      525      550      230      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     26.7      3.7     67.4     61.6     89.6     91.9     10.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        2       15        9       18       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,655
COMMITMENTS
  16,865   18,220    2,635   48,095   46,785   67,595   67,640    5,060    5,015

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        175)
  -3,550      100        0    3,825      175      275      275     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     25.1      3.6     66.2     64.4     93.0     93.1      7.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        3       16       15       22       19                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,965
COMMITMENTS
  13,760   18,220    2,635   47,885   43,470   64,280   64,325    4,685    4,640

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        260)
  -3,550      100        0    3,900      250      350      350      -90      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     26.4      3.8     69.4     63.0     93.2     93.3      6.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        3       16       15       22       19                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,400
COMMITMENTS
  14,308   13,545    4,685   37,562   38,670   56,555   56,900    3,845    3,500

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:       -350)
    -800       50        0      400     -450     -400     -400       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     22.4      7.8     62.2     64.0     93.6     94.2      6.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        4       20       13       26       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,528
COMMITMENTS
   6,313    8,380    5,470   35,083   33,361   46,866   47,211    2,662    2,317

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        350)
      50      150        0      300      200      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     16.9     11.0     70.8     67.4     94.6     95.3      5.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        5       19       13       25       18                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      167,107
COMMITMENTS
   2,490   24,007   13,540  116,223   94,586  132,253  132,133   34,854   34,974

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:     -1,838)
     400   -2,200     -280     -621    1,979     -501     -501   -1,337   -1,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     14.4      8.1     69.6     56.6     79.1     79.1     20.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        6        5       26       32       31       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      137,507
COMMITMENTS
   4,230   19,362   10,601   95,531   80,174  110,362  110,137   27,145   27,370

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:     -1,890)
     400   -1,715     -230     -981    1,134     -811     -811   -1,079   -1,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1     14.1      7.7     69.5     58.3     80.3     80.1     19.7     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        6        6       24       28       30       36                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,425
COMMITMENTS
     870   12,665    2,055   54,060   42,405   56,985   57,125    5,440    5,300

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:       -525)
       0        0        0     -180     -180     -180     -180     -345     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     20.3      3.3     86.6     67.9     91.3     91.5      8.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       16       18       18       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,505
COMMITMENTS
     770   13,115    1,995   46,725   34,500   49,490   49,610    6,015    5,895

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     23.6      3.6     84.2     62.2     89.2     89.4     10.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       18       19       20       22                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,850
COMMITMENTS
  17,975        0    2,695   18,195   36,650   38,865   39,345    2,985    2,505

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      240      240      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.0      0.0      6.4     43.5     87.6     92.9     94.0      7.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        3       14       17       18       20                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,190
COMMITMENTS
  34,635        0    2,765   12,075   46,800   49,475   49,565    1,715    1,625

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.7      0.0      5.4     23.6     91.4     96.6     96.8      3.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       12       16       15       19                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      160,145
COMMITMENTS
   8,635    2,225    6,830  104,928  111,647  120,393  120,702   39,752   39,443

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        543)
    -480        0      -40      662      271      142      231      401      312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      1.4      4.3     65.5     69.7     75.2     75.4     24.8     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        2       27       27       32       29                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      114,131
COMMITMENTS
   9,414    2,165    6,761   79,161   86,500   95,336   95,426   18,795   18,705

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:      1,630)
       0      300        0    1,700    1,400    1,700    1,700      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      1.9      5.9     69.4     75.8     83.5     83.6     16.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        3       24       25       28       29                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,740
COMMITMENTS
   5,535      300      575   21,790   27,025   27,900   27,900    1,840    1,840

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6      1.0      1.9     73.3     90.9     93.8     93.8      6.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       15       12       18       14                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,070
COMMITMENTS
   4,585      300      500   22,400   26,745   27,485   27,545    1,585    1,525

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      1.0      1.7     77.1     92.0     94.5     94.8      5.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       15       12       18       14                  



Updated March 27, 2020