ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       79,683
COMMITMENTS
       0    3,745       75   72,434   68,598   72,509   72,418    7,174    7,265

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -2,500)
       0     -125      -20   -2,330     -916   -2,350   -1,061     -150   -1,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.7      0.1     90.9     86.1     91.0     90.9      9.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       18       18       19       20                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,493
COMMITMENTS
       0    4,280       30   60,703   56,423   60,733   60,733    5,760    5,760

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -2,090)
       0     -295        0   -1,870      205   -1,870      -90     -220   -2,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.4      0.0     91.3     84.9     91.3     91.3      8.7      8.7

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 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,895
COMMITMENTS
   1,845    1,260        0   19,285   19,740   21,130   21,000    2,765    2,895

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -1,105)
    -140      -40        0     -730     -825     -870     -865     -235     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      5.3      0.0     80.7     82.6     88.4     87.9     11.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        0        8       12       11       14                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,675
COMMITMENTS
   1,905    1,260        0   17,905   18,420   19,810   19,680    1,865    1,995

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -1,000)
    -140      -40        0     -585     -680     -725     -720     -275     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      5.8      0.0     82.6     85.0     91.4     90.8      8.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        0        7       14       10       16                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,489
COMMITMENTS
  11,500    4,165    4,455   38,477   46,097   54,432   54,717    3,057    2,772

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -1,724)
    -180      455     -230   -1,051   -1,691   -1,461   -1,466     -263     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0      7.2      7.7     66.9     80.2     94.7     95.2      5.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       18       16       21       19                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,293
COMMITMENTS
   2,970      360    3,415   30,244   33,349   36,629   37,124    2,664    2,169

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:       -995)
    -325      -25        0     -582     -897     -907     -922      -88      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      0.9      8.7     77.0     84.9     93.2     94.5      6.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       16       17       19       20                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,150
COMMITMENTS
     935   15,820       90   25,500   11,010   26,525   26,920    1,625    1,230

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:       -145)
     400      -15      -50     -430      -10      -80      -75      -65      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     56.2      0.3     90.6     39.1     94.2     95.6      5.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       15       14       17       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,466
COMMITMENTS
  13,615    3,985    1,715   59,066   68,701   74,396   74,401   19,070   19,065

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -3,597)
    -530      345     -435   -2,077   -2,937   -3,042   -3,027     -555     -570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6      4.3      1.8     63.2     73.5     79.6     79.6     20.4     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        4       19       22       23       27                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,686
COMMITMENTS
  13,845    6,735      795   54,446   61,546   69,086   69,076   18,600   18,610

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -3,034)
    -520      255     -185   -1,699   -2,454   -2,404   -2,384     -630     -650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      7.7      0.9     62.1     70.2     78.8     78.8     21.2     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        4       18       20       22       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,591
COMMITMENTS
   3,385    8,940    1,440   14,696   10,021   19,521   20,401    3,070    2,190

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -1,946)
    -645   -1,845      200   -1,191       -6   -1,636   -1,651     -310     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     39.6      6.4     65.1     44.4     86.4     90.3     13.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        6        3       17       12       21       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,361
COMMITMENTS
   4,450    8,570    1,545   13,841   10,591   19,836   20,706    2,525    1,655

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -1,976)
    -285   -1,510     -215   -1,260      -45   -1,760   -1,770     -216     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     38.3      6.9     61.9     47.4     88.7     92.6     11.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        6        3       17       12       21       19                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,329
COMMITMENTS
  12,900    5,860    1,045   15,729   23,634   29,674   30,539    2,655    1,790

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:       -859)
      60       80        0     -645     -685     -585     -605     -274     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.9     18.1      3.2     48.7     73.1     91.8     94.5      8.2      5.5

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 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,191
COMMITMENTS
  21,000        0       30   24,674   45,580   45,704   45,610    2,487    2,581

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -3,722)
  -2,060        0      -15   -1,375   -3,065   -3,450   -3,080     -272     -642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.6      0.0      0.1     51.2     94.6     94.8     94.6      5.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        0        1       13       14       18       15                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,096
COMMITMENTS
  20,810        0       30   27,781   48,471   48,621   48,501    2,475    2,595

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -3,534)
  -1,940        0      -15   -1,269   -3,189   -3,224   -3,204     -310     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.7      0.0      0.1     54.4     94.9     95.2     94.9      4.8      5.1

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 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,945
COMMITMENTS
  23,294        0    1,280   29,456   52,930   54,030   54,210    2,915    2,735

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:      3,195)
   3,740        0     -755      275    4,015    3,260    3,260      -65      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.9      0.0      2.2     51.7     92.9     94.9     95.2      5.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        0        2       18       12       26       14                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,345
COMMITMENTS
  17,644        0    1,450   27,701   45,525   46,795   46,975    2,550    2,370

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:       -480)
      90        0     -815      270      360     -455     -455      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.8      0.0      2.9     56.1     92.3     94.8     95.2      5.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        0        2       19       12       27       14                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,735
COMMITMENTS
   2,920    5,110      865   14,360   12,815   18,145   18,790    2,590    1,945

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -1,560)
      60     -550     -375   -1,165     -585   -1,480   -1,510      -80      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     24.6      4.2     69.3     61.8     87.5     90.6     12.5      9.4

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 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,825
COMMITMENTS
   3,930    5,160      610   13,235   12,415   17,775   18,185    2,050    1,640

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -1,575)
    -120     -625     -240   -1,130     -645   -1,490   -1,510      -85      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     26.0      3.1     66.8     62.6     89.7     91.7     10.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        5        4       14        9       19       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,660
COMMITMENTS
  17,190   18,530    2,405   47,615   46,305   67,210   67,240    5,450    5,420

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -2,070)
    -875      110      -80     -950   -1,950   -1,905   -1,920     -165     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     25.5      3.3     65.5     63.7     92.5     92.5      7.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        2        5       16       14       23       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,165
COMMITMENTS
  13,460   18,530    2,395   46,915   41,875   62,770   62,800    4,395    4,365

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -2,050)
  -1,000      110      -80     -640   -1,765   -1,720   -1,735     -330     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     27.6      3.6     69.9     62.3     93.5     93.5      6.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        2        4       16       15       23       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,345
COMMITMENTS
  14,938   13,620    4,570   37,113   38,541   56,621   56,731    3,724    3,614

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -1,391)
      10     -225     -115   -1,160     -200   -1,265     -540     -126     -851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     22.6      7.6     61.5     63.9     93.8     94.0      6.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        4       19       12       25       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,764
COMMITMENTS
   6,493    8,060    5,525   34,044   32,797   46,062   46,382    2,702    2,382

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -1,134)
      60      -70     -145   -1,089     -984   -1,174   -1,199       40       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     16.5     11.3     69.8     67.3     94.5     95.1      5.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        5       18       12       24       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      167,211
COMMITMENTS
   3,358   29,912   11,312  115,224   88,550  129,894  129,774   37,317   37,437

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -2,376)
     368    4,290   -1,548   -2,344   -5,606   -3,524   -2,864    1,148      488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     17.9      6.8     68.9     53.0     77.7     77.6     22.3     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        7        6       26       30       32       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      135,065
COMMITMENTS
   4,268   19,462   10,676   92,560   77,161  107,504  107,299   27,561   27,766

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -3,592)
    -462     -540       80   -3,501   -2,918   -3,883   -3,378      291     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2     14.4      7.9     68.5     57.1     79.6     79.4     20.4     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        7        7       23       27       30       36                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,860
COMMITMENTS
     935   14,545    1,660   54,620   41,160   57,215   57,365    5,645    5,495

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:       -725)
     165     -220     -245     -800     -405     -880     -870      155      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     23.1      2.6     86.9     65.5     91.0     91.3      9.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       17       19       19       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,789
COMMITMENTS
     780   15,020    1,680   47,374   33,254   49,834   49,954    5,955    5,835

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:       -856)
      10     -195      -65     -721     -516     -776     -776      -80      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     26.9      3.0     84.9     59.6     89.3     89.5     10.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        2       18       18       20       22                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,520
COMMITMENTS
  19,830        0    2,530   17,250   37,545   39,610   40,075    2,910    2,445

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -1,355)
    -145        0     -165     -970   -1,130   -1,280   -1,295      -75      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.6      0.0      6.0     40.6     88.3     93.2     94.2      6.8      5.8

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 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,270
COMMITMENTS
  36,560        0    2,580   11,430   48,065   50,570   50,645    1,700    1,625

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:       -825)
     -75        0     -235     -500     -590     -810     -825      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.9      0.0      4.9     21.9     92.0     96.7     96.9      3.3      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 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      157,497
COMMITMENTS
   8,695    2,175    6,700  104,628  109,400  120,023  118,275   37,474   39,222

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -2,875)
    -240      150     -250     -687   -2,211   -1,177   -2,311   -1,698     -564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      1.4      4.3     66.4     69.5     76.2     75.1     23.8     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        2       27       27       33       29                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      111,975
COMMITMENTS
   9,180    1,740    6,385   78,655   86,140   94,220   94,265   17,755   17,710

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -2,181)
    -234      -25     -451     -506     -760   -1,191   -1,236     -990     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      1.6      5.7     70.2     76.9     84.1     84.2     15.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        3       23       25       28       28                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,135
COMMITMENTS
   5,400      300      550   20,500   25,600   26,450   26,450    1,685    1,685

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -1,415)
    -135        0      -25   -1,100   -1,235   -1,260   -1,260     -155     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2      1.1      2.0     72.9     91.0     94.0     94.0      6.0      6.0

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 04/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,525
COMMITMENTS
   4,525      300      500   20,940   25,205   25,965   26,005    1,560    1,520

CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST:     -1,425)
     -60        0        0   -1,270   -1,350   -1,330   -1,350      -95      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4      1.1      1.8     76.1     91.6     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 10, 2020