ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       82,183
COMMITMENTS
       0    3,870       95   74,764   69,514   74,859   73,479    7,324    8,704

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      4,200)
       0        0        0    4,405    3,025    4,405    3,025     -205    1,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.7      0.1     91.0     84.6     91.1     89.4      8.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       19       20       20       22                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,583
COMMITMENTS
       0    4,575       30   62,573   56,218   62,603   60,823    5,980    7,760

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      3,972)
       0        0        0    3,967    2,187    3,967    2,187        5    1,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.7      0.0     91.2     82.0     91.3     88.7      8.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       17       20       18       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| 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 03/24/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 03/31/20          |
--------------------------------------------------------------| 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 03/24/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,213
COMMITMENTS
  11,680    3,710    4,685   39,528   47,788   55,893   56,183    3,320    3,030

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      2,710)
       0      300        0    2,705    2,405    2,705    2,705        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      6.3      7.9     66.8     80.7     94.4     94.9      5.6      5.1

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 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,288
COMMITMENTS
   3,295      385    3,415   30,826   34,246   37,536   38,046    2,752    2,242

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      2,480)
    -300        0        0    2,820    2,460    2,520    2,460      -40       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      1.0      8.5     76.5     85.0     93.2     94.4      6.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       18       18       21       21                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,295
COMMITMENTS
     535   15,835      140   25,930   11,020   26,605   26,995    1,690    1,300

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:        110)
       0        0        0     -490     -490     -490     -490      600      600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     56.0      0.5     91.6     38.9     94.0     95.4      6.0      4.6

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 03/31/20          |
--------------------------------------------------------------| 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   11,765    8,820   12,140   12,900    1,830    1,070

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -285     -285     -285     -285      285      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7     29.2      0.0     84.2     63.1     86.9     92.3     13.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       11       13       13       14                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,063
COMMITMENTS
  14,145    3,640    2,150   61,143   71,638   77,438   77,428   19,625   19,635

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:        290)
       0        0        0      290      290      290      290        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6      3.8      2.2     63.0     73.8     79.8     79.8     20.2     20.2

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 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,720
COMMITMENTS
  14,365    6,480      980   56,145   64,000   71,490   71,460   19,230   19,260

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      170      170      170      170       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      7.1      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 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,537
COMMITMENTS
   4,030   10,785    1,240   15,887   10,027   21,157   22,052    3,380    2,485

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      1,565)
       0      835      165    1,332      497    1,497    1,497       68       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     44.0      5.1     64.7     40.9     86.2     89.9     13.8     10.1

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 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,337
COMMITMENTS
   4,735   10,080    1,760   15,101   10,636   21,596   22,476    2,741    1,861

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      1,620)
     325    1,160     -100    1,395      560    1,620    1,620        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     41.4      7.2     62.0     43.7     88.7     92.4     11.3      7.6

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 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,188
COMMITMENTS
  12,840    5,780    1,045   16,374   24,319   30,259   31,144    2,929    2,044

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:        805)
     780      575        5      -79      246      706      826       99      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.7     17.4      3.1     49.3     73.3     91.2     93.8      8.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       13        7       16       10                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,913
COMMITMENTS
  23,060        0       45   26,049   48,645   49,154   48,690    2,759    3,223

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:         15)
       0        0        0       50       50       50       50      -35      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.4      0.0      0.1     50.2     93.7     94.7     93.8      5.3      6.2

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 03/31/20          |
--------------------------------------------------------------| 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 03/24/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,750
COMMITMENTS
  19,554        0    2,035   29,181   48,915   50,770   50,950    2,980    2,800

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      1,790)
    -400        0        0    2,120    1,720    1,720    1,720       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4      0.0      3.8     54.3     91.0     94.5     94.8      5.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        0        3       17       13       26       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,825
COMMITMENTS
  17,554        0    2,265   27,431   45,165   47,250   47,430    2,575    2,395

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:        -80)
  -1,050        0      130      985      -65       65       65     -145     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.2      0.0      4.5     55.1     90.6     94.8     95.2      5.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        0        3       18       13       27       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,295
COMMITMENTS
   2,860    5,660    1,240   15,525   13,400   19,625   20,300    2,670    1,995

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:        235)
      15       90      120      100       25      235      235        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     25.4      5.6     69.6     60.1     88.0     91.1     12.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        5        4       14       11       19       17                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,400
COMMITMENTS
   4,050    5,785      850   14,365   13,060   19,265   19,695    2,135    1,705

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:        235)
     125      140       70      100       25      295      235      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     27.0      4.0     67.1     61.0     90.0     92.0     10.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        5        4       15        9       20       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,730
COMMITMENTS
  18,065   18,420    2,485   48,565   48,255   69,115   69,160    5,615    5,570

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      2,075)
   1,200      200     -150      470    1,470    1,520    1,520      555      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     24.6      3.3     65.0     64.6     92.5     92.5      7.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        2        4       16       15       23       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,215
COMMITMENTS
  14,460   18,420    2,475   47,555   43,640   64,490   64,535    4,725    4,680

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:        250)
     700      200     -160     -330      170      210      210       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     26.6      3.6     68.7     63.0     93.2     93.2      6.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        2        3       16       15       23       19                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,736
COMMITMENTS
  14,928   13,845    4,685   38,273   38,741   57,886   57,271    3,850    4,465

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      1,336)
     620      300        0      711       71    1,331      371        5      965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     22.4      7.6     62.0     62.8     93.8     92.8      6.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        4       20       12       26       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,898
COMMITMENTS
   6,433    8,130    5,670   35,133   33,781   47,236   47,581    2,662    2,317

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:        370)
     120     -250      200       50      420      370      370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     16.3     11.4     70.4     67.7     94.7     95.4      5.3      4.6

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 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      169,587
COMMITMENTS
   2,990   25,622   12,860  117,568   94,156  133,418  132,638   36,169   36,949

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      2,480)
     500    1,615     -680    1,345     -430    1,165      505    1,315    1,975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     15.1      7.6     69.3     55.5     78.7     78.2     21.3     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        7        5       26       32       31       41                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      138,657
COMMITMENTS
   4,730   20,002   10,596   96,061   80,079  111,387  110,677   27,270   27,980

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      1,150)
     500      640       -5      530      -95    1,025      540      125      610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     14.4      7.6     69.3     57.8     80.3     79.8     19.7     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        7        6       24       28       30       37                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,585
COMMITMENTS
     770   14,765    1,905   55,420   41,565   58,095   58,235    5,490    5,350

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      1,160)
    -100    2,100     -150    1,360     -840    1,110    1,110       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     23.2      3.0     87.2     65.4     91.4     91.6      8.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       17       19       19       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,645
COMMITMENTS
     770   15,215    1,745   48,095   33,770   50,610   50,730    6,035    5,915

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      1,140)
       0    2,100     -250    1,370     -730    1,120    1,120       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     26.9      3.1     84.9     59.6     89.3     89.6     10.7     10.4

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 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,875
COMMITMENTS
  19,975        0    2,695   18,220   38,675   40,890   41,370    2,985    2,505

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      2,025)
   2,000        0        0       25    2,025    2,025    2,025        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.5      0.0      6.1     41.5     88.1     93.2     94.3      6.8      5.7

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 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,095
COMMITMENTS
  36,635        0    2,815   11,930   48,655   51,380   51,470    1,715    1,625

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      1,905)
   2,000        0       50     -145    1,855    1,905    1,905        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.0      0.0      5.3     22.5     91.6     96.8     96.9      3.2      3.1

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 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      160,371
COMMITMENTS
   8,935    2,025    6,950  105,315  111,611  121,200  120,586   39,172   39,786

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:        226)
     300     -200      120      387      -37      807     -117     -581      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      1.3      4.3     65.7     69.6     75.6     75.2     24.4     24.8

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 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      114,156
COMMITMENTS
   9,414    1,765    6,836   79,161   86,900   95,411   95,501   18,745   18,655

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:         25)
       0     -400       75        0      400       75       75      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      1.5      6.0     69.3     76.1     83.6     83.7     16.4     16.3

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 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,550
COMMITMENTS
   5,535      300      575   21,600   26,835   27,710   27,710    1,840    1,840

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:       -190)
       0        0        0     -190     -190     -190     -190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      1.0      1.9     73.1     90.8     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 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,950
COMMITMENTS
   4,585      300      500   22,210   26,555   27,295   27,355    1,655    1,595

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0     -190     -190     -190     -190       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      1.0      1.7     76.7     91.7     94.3     94.5      5.7      5.5

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



Updated April 03, 2020