ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,174
COMMITMENTS
       0    3,745       75   78,895   74,655   78,970   78,475    7,204    7,699

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      2,620)
       0        0        0    2,671    2,176    2,671    2,176      -51      444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.3      0.1     91.6     86.6     91.6     91.1      8.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       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 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       71,988
COMMITMENTS
       0    4,280       30   66,273   61,738   66,303   66,048    5,685    5,940

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      1,775)
       0        0        0    1,775    1,535    1,775    1,535        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.9      0.0     92.1     85.8     92.1     91.7      7.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       18       20       19       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,260
COMMITMENTS
   2,070    1,035      175   19,070   19,915   21,315   21,125    2,945    3,135

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:       -140)
       0        0        0     -200      -80     -200      -80       60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      4.3      0.7     78.6     82.1     87.9     87.1     12.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1        9       12       13       14                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,124
COMMITMENTS
  11,500    4,840    4,340   40,159   47,194   55,999   56,374    3,125    2,750

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:        210)
       0      300      -40      135      -75       95      185      115       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5      8.2      7.3     67.9     79.8     94.7     95.3      5.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       17       16       20       19                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,280
COMMITMENTS
   2,965      655    3,420   30,346   33,046   36,731   37,121    2,549    2,159

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:          2)
       0        0        0      -93       12      -93       12       95      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      1.7      8.7     77.3     84.1     93.5     94.5      6.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       17       16       20       19                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,120
COMMITMENTS
   1,035   15,820       90   29,310   14,980   30,435   30,890    1,685    1,230

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      1,670)
       0        0        0    1,610    1,670    1,610    1,670       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2     49.3      0.3     91.3     46.6     94.8     96.2      5.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       15       15       17       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      102,166
COMMITMENTS
  19,810    4,135    1,660   60,721   76,521   82,191   82,316   19,975   19,850

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:        435)
     720      -60       45     -520      380      245      365      190       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4      4.0      1.6     59.4     74.9     80.4     80.6     19.6     19.4

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 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,826
COMMITMENTS
  20,640    6,900      780   57,336   71,406   78,756   79,086   19,070   18,740

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:        980)
   1,320      -60       60     -350    1,370    1,030    1,370      -50     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      7.1      0.8     58.6     73.0     80.5     80.8     19.5     19.2

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 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,961
COMMITMENTS
   3,915   14,795    1,530   17,764    7,814   23,209   24,139    4,752    3,822

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      2,320)
     300    2,100       20    1,882      132    2,202    2,252      118       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     52.9      5.5     63.5     27.9     83.0     86.3     17.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        7        3       18       12       23       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,811
COMMITMENTS
   3,915   13,235    2,850   16,440    8,040   23,205   24,125    4,606    3,686

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      2,350)
    -685    1,090    1,005    1,830      105    2,150    2,200      200      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     47.6     10.2     59.1     28.9     83.4     86.7     16.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        7        3       18       12       23       19                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,919
COMMITMENTS
  12,720    6,605      940   16,579   23,584   30,239   31,129    2,680    1,790

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:        275)
       0      385      -35      285      -75      250      275       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.6     20.1      2.9     50.4     71.6     91.9     94.6      8.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       13        7       15       10                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,851
COMMITMENTS
  25,250        0       30   29,899   55,205   55,179   55,235    2,672    2,616

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      1,200)
   1,000        0        0       50    1,200    1,050    1,200      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.6      0.0      0.1     51.7     95.4     95.4     95.5      4.6      4.5

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 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,051
COMMITMENTS
  24,960        0       30   32,451   57,416   57,441   57,446    2,610    2,605

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      1,150)
   1,000        0        0        0    1,125    1,000    1,125      150       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.6      0.0      0.0     54.0     95.6     95.7     95.7      4.3      4.3

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 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,395
COMMITMENTS
  24,104       25    1,510   34,866   59,330   60,480   60,865    2,915    2,530

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      2,740)
      30       25       80    2,680    2,890    2,790    2,995      -50     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0      0.0      2.4     55.0     93.6     95.4     96.0      4.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        1        4       20       13       28       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,620
COMMITMENTS
  15,979       15    1,650   33,251   49,600   50,880   51,265    2,740    2,355

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      2,605)
     -45       15      -10    2,620    2,765    2,565    2,770       40     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.8      0.0      3.1     62.0     92.5     94.9     95.6      5.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        1        4       21       13       29       17                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,240
COMMITMENTS
   2,985    5,275      815   15,245   13,450   19,045   19,540    3,195    2,700

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      1,000)
      65      265      -65      440       90      440      290      560      710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     23.7      3.7     68.5     60.5     85.6     87.9     14.4     12.1

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 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,330
COMMITMENTS
   3,930    5,425      560   14,420   13,225   18,910   19,210    2,420    2,120

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      1,000)
       0      265      -65      695      320      630      520      370      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     25.4      2.6     67.6     62.0     88.7     90.1     11.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        2       14        9       17       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       76,050
COMMITMENTS
  17,365   22,430    2,380   50,480   45,410   70,225   70,220    5,825    5,830

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:        280)
     -50    1,260      -25      440   -1,135      365      100      -85      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     29.5      3.1     66.4     59.7     92.3     92.3      7.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        2        4       18       12       25       17                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,800
COMMITMENTS
  13,035   22,430    2,370   49,795   40,255   65,200   65,055    4,600    4,745

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:        145)
     -50    1,260      -25      190   -1,335      115     -100       30      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     32.1      3.4     71.3     57.7     93.4     93.2      6.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        2        3       18       14       25       18                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,426
COMMITMENTS
  17,508   13,675    4,470   38,192   42,085   60,170   60,230    4,256    4,196

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:        785)
     920      500     -345       51      421      626      576      159      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     21.2      6.9     59.3     65.3     93.4     93.5      6.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        3       18       13       24       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,705
COMMITMENTS
   8,153    8,890    5,555   35,849   35,382   49,557   49,827    3,148    2,878

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      1,940)
     610      700     -270    1,451    1,311    1,791    1,741      149      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     16.9     10.5     68.0     67.1     94.0     94.5      6.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        5       19       12       25       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      185,476
COMMITMENTS
   6,148   30,987   10,837  121,725   96,716  138,710  138,540   46,766   46,936

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      6,155)
   1,910   -1,160      215    1,393    4,233    3,518    3,288    2,637    2,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     16.7      5.8     65.6     52.1     74.8     74.7     25.2     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        8        6       28       32       34       42                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      150,419
COMMITMENTS
   6,458   15,647   10,361   97,238   87,639  114,057  113,647   36,362   36,772

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      3,405)
   1,310   -1,835      330     -825    2,115      815      610    2,590    2,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     10.4      6.9     64.6     58.3     75.8     75.6     24.2     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        8        7       24       29       31       39                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,660
COMMITMENTS
   1,245   13,850    2,215   55,740   43,620   59,200   59,685    5,460    4,975

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:        225)
     100        0      -40     -155      280      -95      240      320      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     21.4      3.4     86.2     67.5     91.6     92.3      8.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       16       19       18       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,309
COMMITMENTS
     990   14,325    2,275   46,779   33,624   50,044   50,224    6,265    6,085

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:       -265)
       0        0        0     -140      -80     -140      -80     -125     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     25.4      4.0     83.1     59.7     88.9     89.2     11.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        2       18       20       20       24                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,115
COMMITMENTS
  24,495        0    2,530   15,155   40,215   42,180   42,745    3,935    3,370

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      1,180)
   1,200        0        0     -115    1,125    1,085    1,125       95       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.1      0.0      5.5     32.9     87.2     91.5     92.7      8.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        3       14       20       18       23                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,295
COMMITMENTS
  41,525      280    2,300   10,795   52,085   54,620   54,665    1,675    1,630

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      1,180)
   1,200        0        0     -120    1,050    1,080    1,050      100      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.8      0.5      4.1     19.2     92.5     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       12       18       15       21                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      173,980
COMMITMENTS
   8,995    7,845    6,690  126,621  129,250  142,306  143,785   31,674   30,196

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      5,520)
     300    1,300        0    2,792    2,221    3,092    3,521    2,427    1,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      4.5      3.8     72.8     74.3     81.8     82.6     18.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        2       28       29       34       31                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      121,885
COMMITMENTS
   3,695    2,720   10,155   90,510   90,965  104,360  103,840   17,525   18,045

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:      1,110)
       0    1,200     -400    1,620      155    1,220      955     -110      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      2.2      8.3     74.3     74.6     85.6     85.2     14.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        3       24       25       29       28                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,925
COMMITMENTS
   5,400      300      550   22,425   27,340   28,375   28,190    1,550    1,735

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:        145)
       0        0        0      125      -60      125      -60       20      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0      1.0      1.8     74.9     91.4     94.8     94.2      5.2      5.8

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 05/05/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,925
COMMITMENTS
   4,525      300      500   23,165   27,225   28,190   28,025    1,735    1,900

CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      125      -80      125      -80      175      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      1.0      1.7     77.4     91.0     94.2     93.7      5.8      6.3

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



Updated May 08, 2020