ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       85,371
COMMITMENTS
       0    4,105       75   78,142   74,037   78,217   78,217    7,154    7,154

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:       -803)
       0      360        0     -753     -618     -753     -258      -50     -545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.8      0.1     91.5     86.7     91.6     91.6      8.4      8.4

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 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       71,328
COMMITMENTS
       0    4,960        0   65,683   60,708   65,683   65,668    5,645    5,660

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:       -660)
       0      680      -30     -590   -1,030     -620     -380      -40     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.0      0.0     92.1     85.1     92.1     92.1      7.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       19       19       19       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,175
COMMITMENTS
   1,955    1,020      150   19,495   20,125   21,600   21,295    2,575    2,880

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:        -85)
    -115      -15      -25      425      210      285      170     -370     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      4.2      0.6     80.6     83.2     89.3     88.1     10.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       10       12       14       14                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,976
COMMITMENTS
  11,620    4,850    3,970   38,453   45,503   54,043   54,323    2,933    2,653

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -2,148)
     120       10     -370   -1,706   -1,691   -1,956   -2,051     -192      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      8.5      7.0     67.5     79.9     94.9     95.3      5.1      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 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,579
COMMITMENTS
   2,765      780    3,355   29,125   31,390   35,245   35,525    2,334    2,054

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -1,701)
    -200      125      -65   -1,221   -1,656   -1,486   -1,596     -215     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      2.1      8.9     77.5     83.5     93.8     94.5      6.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       18       16       21       19                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,585
COMMITMENTS
   1,010   15,820       90   28,885   14,475   29,985   30,385    1,600    1,200

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:       -535)
     -25        0        0     -425     -505     -450     -505      -85      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2     50.1      0.3     91.5     45.8     94.9     96.2      5.1      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 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      100,525
COMMITMENTS
  12,555    4,390    2,215   67,025   75,210   81,795   81,815   18,730   18,710

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -1,641)
  -7,255      255      555    6,304   -1,311     -396     -501   -1,245   -1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      4.4      2.2     66.7     74.8     81.4     81.4     18.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        4       18       21       22       26                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,812
COMMITMENTS
  12,900    7,050    1,665   63,477   69,337   78,042   78,052   17,770   17,760

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -2,014)
  -7,740      150      885    6,141   -2,069     -714   -1,034   -1,300     -980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      7.4      1.7     66.3     72.4     81.5     81.5     18.5     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        4       18       20       22       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,710
COMMITMENTS
   3,710   13,670    1,290   16,529    7,434   21,529   22,394    4,181    3,316

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -2,251)
    -205   -1,125     -240   -1,235     -380   -1,680   -1,745     -571     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     53.2      5.0     64.3     28.9     83.7     87.1     16.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        6        3       18       12       23       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,200
COMMITMENTS
   3,710   12,135    2,255   15,265    7,700   21,230   22,090    3,970    3,110

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -2,611)
    -205   -1,100     -595   -1,175     -340   -1,975   -2,035     -636     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     48.2      8.9     60.6     30.6     84.2     87.7     15.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        6        3       18       12       23       18                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,225
COMMITMENTS
  30,660        0       15   32,410   62,945   63,085   62,960    2,140    2,265

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      7,374)
   5,410        0      -15    2,511    7,740    7,906    7,725     -532     -351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.0      0.0      0.0     49.7     96.5     96.7     96.5      3.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       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 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,337
COMMITMENTS
  30,420        0       15   34,827   65,147   65,262   65,162    2,075    2,175

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      7,286)
   5,460        0      -15    2,376    7,731    7,821    7,716     -535     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.2      0.0      0.0     51.7     96.7     96.9     96.8      3.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       13       12       17       13                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,435
COMMITMENTS
  23,515      250    1,165   33,110   56,555   57,790   57,970    2,645    2,465

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -2,960)
    -589      225     -345   -1,756   -2,775   -2,690   -2,895     -270      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.9      0.4      1.9     54.8     93.6     95.6     95.9      4.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        4       19       12       25       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,420
COMMITMENTS
  15,115      240    1,255   31,610   46,665   47,980   48,160    2,440    2,260

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -3,200)
    -864      225     -395   -1,641   -2,935   -2,900   -3,105     -300      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0      0.5      2.5     62.7     92.6     95.2     95.5      4.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        4       20       12       26       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,100
COMMITMENTS
   2,220    5,050      810   14,690   12,475   17,720   18,335    3,380    2,765

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -1,140)
    -765     -225       -5     -555     -975   -1,325   -1,205      185       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     23.9      3.8     69.6     59.1     84.0     86.9     16.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        2       13       11       16       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,170
COMMITMENTS
   3,055    5,175      540   14,120   12,410   17,715   18,125    2,455    2,045

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -1,160)
    -875     -250      -20     -300     -815   -1,195   -1,085       35      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     25.7      2.7     70.0     61.5     87.8     89.9     12.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        2       13        9       15       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,785
COMMITMENTS
  16,855   22,840    2,170   49,220   43,445   68,245   68,455    5,540    5,330

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -2,265)
    -510      410     -210   -1,260   -1,965   -1,980   -1,765     -285     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     31.0      2.9     66.7     58.9     92.5     92.8      7.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        3       18       12       23       16                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,775
COMMITMENTS
  12,800   22,840    2,170   48,515   38,490   63,485   63,500    4,290    4,275

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -2,025)
    -235      410     -200   -1,280   -1,765   -1,715   -1,555     -310     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     33.7      3.2     71.6     56.8     93.7     93.7      6.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        3       18       14       23       18                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,662
COMMITMENTS
  17,015   13,340    4,470   37,026   40,796   58,511   58,606    4,151    4,056

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -1,764)
    -493     -335        0   -1,166   -1,289   -1,659   -1,624     -105     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     21.3      7.1     59.1     65.1     93.4     93.5      6.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        3       18       13       23       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,122
COMMITMENTS
   7,910    8,810    5,530   34,644   34,039   48,084   48,379    3,038    2,743

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -1,583)
    -243      -80      -25   -1,205   -1,343   -1,473   -1,448     -110     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     17.2     10.8     67.8     66.6     94.1     94.6      5.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        5       19       12       24       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      185,414
COMMITMENTS
   8,596   29,775   10,009  121,521  100,402  140,126  140,186   45,288   45,228

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:        -62)
   2,448   -1,212     -828     -204    3,686    1,416    1,646   -1,478   -1,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     16.1      5.4     65.5     54.2     75.6     75.6     24.4     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        7        5       28       32       33       41                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      145,713
COMMITMENTS
   8,196   13,470   10,076   92,358   86,899  110,630  110,445   35,083   35,268

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -4,706)
   1,738   -2,177     -285   -4,880     -740   -3,427   -3,202   -1,279   -1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      9.2      6.9     63.4     59.6     75.9     75.8     24.1     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        6        6       24       29       31       37                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       71,576
COMMITMENTS
   1,385    6,100    7,575   57,601   53,106   66,561   66,781    5,015    4,795

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      6,916)
     140   -7,750    5,360    1,861    9,486    7,361    7,096     -445     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      8.5     10.6     80.5     74.2     93.0     93.3      7.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       16       19       18       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,179
COMMITMENTS
   1,015    6,550    7,000   45,169   39,754   53,184   53,304    5,995    5,875

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      2,870)
      25   -7,775    4,725   -1,610    6,130    3,140    3,080     -270     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     11.1     11.8     76.3     67.2     89.9     90.1     10.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       18       20       20       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,905
COMMITMENTS
  17,025        0    3,730   16,545   34,070   37,300   37,800    3,605    3,105

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -5,210)
  -7,470        0    1,200    1,390   -6,145   -4,880   -4,945     -330     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.6      0.0      9.1     40.4     83.3     91.2     92.4      8.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        3       15       18       19       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,010
COMMITMENTS
  33,825      230    2,375   12,385   46,040   48,585   48,645    1,425    1,365

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -6,285)
  -7,700      -50       75    1,590   -6,045   -6,035   -6,020     -250     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.6      0.5      4.7     24.8     92.1     97.2     97.3      2.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       13       18       16       21                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      174,871
COMMITMENTS
   8,575    7,805    6,485  129,624  131,562  144,684  145,852   30,187   29,018

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:        890)
    -420      -40     -205    3,002    2,313    2,377    2,068   -1,487   -1,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      4.5      3.7     74.1     75.2     82.7     83.4     17.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        2       27       29       32       31                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      116,445
COMMITMENTS
   3,225    2,685    9,905   87,015   87,315  100,145   99,905   16,300   16,540

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -5,440)
    -470      -35     -250   -3,495   -3,650   -4,215   -3,935   -1,225   -1,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      2.3      8.5     74.7     75.0     86.0     85.8     14.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        3       25       24       29       27                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,290
COMMITMENTS
   4,705      300      945   21,375   25,790   27,025   27,035    1,265    1,255

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -1,635)
    -695        0      395   -1,050   -1,550   -1,350   -1,155     -285     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6      1.1      3.3     75.6     91.2     95.5     95.6      4.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       15       12       17       15                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,575
COMMITMENTS
   4,420      300      500   21,945   26,105   26,865   26,905    1,710    1,670

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -1,350)
    -105        0        0   -1,220   -1,120   -1,325   -1,120      -25     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5      1.0      1.7     76.8     91.4     94.0     94.2      6.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       15       12       17       14                  



Updated May 15, 2020