ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,746
COMMITMENTS
       0    4,105       75   80,557   76,452   80,632   80,632    7,114    7,114

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      2,375)
       0        0        0    2,415    2,415    2,415    2,415      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.7      0.1     91.8     87.1     91.9     91.9      8.1      8.1

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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,218
COMMITMENTS
       0    4,960        0   67,608   62,648   67,608   67,608    5,610    5,610

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      1,890)
       0        0        0    1,925    1,940    1,925    1,940      -35      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.8      0.0     92.3     85.6     92.3     92.3      7.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       19       20       19       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,200
COMMITMENTS
   2,030    1,020      150   19,445   20,150   21,625   21,320    2,575    2,880

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:         25)
      75        0        0      -50       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      4.2      0.6     80.4     83.3     89.4     88.1     10.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       10       12       14       14                  
 
 
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE                           Code-064CTQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,510
COMMITMENTS
   1,625        0      150   11,125   12,870   12,900   13,020      610      490

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0      0.0      1.1     82.3     95.3     95.5     96.4      4.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       11       13       13       14                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,791
COMMITMENTS
  11,620    5,270    4,070   39,718   46,348   55,408   55,688    3,383    3,103

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      1,815)
       0      420      100    1,265      845    1,365    1,365      450      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8      9.0      6.9     67.6     78.8     94.2     94.7      5.8      5.3

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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,484
COMMITMENTS
   2,765    1,720    3,325   31,060   32,385   37,150   37,430    2,334    2,054

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      1,905)
       0      940      -30    1,935      995    1,905    1,905        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      4.4      8.4     78.7     82.0     94.1     94.8      5.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       16       16       19       19                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,025
COMMITMENTS
   1,010   15,820       90   30,325   15,915   31,425   31,825    1,600    1,200

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      1,440)
       0        0        0    1,440    1,440    1,440    1,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1     47.9      0.3     91.8     48.2     95.2     96.4      4.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       16       15       18       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      100,945
COMMITMENTS
  12,555    4,390    2,215   67,565   75,750   82,335   82,355   18,610   18,590

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        420)
       0        0        0      540      540      540      540     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      4.3      2.2     66.9     75.0     81.6     81.6     18.4     18.4

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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       96,432
COMMITMENTS
  12,900    7,050    1,665   64,277   70,137   78,842   78,852   17,590   17,580

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        620)
       0        0        0      800      800      800      800     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      7.3      1.7     66.7     72.7     81.8     81.8     18.2     18.2

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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,615
COMMITMENTS
   3,410   14,270    1,620   16,899    6,904   21,929   22,794    4,686    3,821

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        905)
    -300      600      330      370     -530      400      400      505      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     53.6      6.1     63.5     25.9     82.4     85.6     17.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        6        5       18       12       24       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,105
COMMITMENTS
   3,410   12,735    2,585   15,635    7,170   21,630   22,490    4,475    3,615

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        905)
    -300      600      330      370     -530      400      400      505      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     48.8      9.9     59.9     27.5     82.9     86.2     17.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        6        5       18       12       24       19                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,133
COMMITMENTS
  11,890    5,440    1,055   15,729   23,024   28,674   29,519    2,459    1,614

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.2     17.5      3.4     50.5     74.0     92.1     94.8      7.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       13        7       16       10                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,925
COMMITMENTS
  30,660        0       15   33,010   63,545   63,685   63,560    2,240    2,365

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        700)
       0        0        0      600      600      600      600      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.5      0.0      0.0     50.1     96.4     96.6     96.4      3.4      3.6

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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,487
COMMITMENTS
  30,420        0       15   34,877   65,197   65,312   65,212    2,175    2,275

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        150)
       0        0        0       50       50       50       50      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.1      0.0      0.0     51.7     96.6     96.8     96.6      3.2      3.4

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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,505
COMMITMENTS
  23,460      250    1,165   33,115   56,505   57,740   57,920    2,765    2,585

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:         70)
     -55        0        0        5      -50      -50      -50      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.8      0.4      1.9     54.7     93.4     95.4     95.7      4.6      4.3

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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,440
COMMITMENTS
  15,010      240    1,255   31,615   46,565   47,880   48,060    2,560    2,380

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:         20)
    -105        0        0        5     -100     -100     -100      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.8      0.5      2.5     62.7     92.3     94.9     95.3      5.1      4.7

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 05/19/20          |
--------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 05/19/20          |
--------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,505
COMMITMENTS
  17,575   22,840    2,170   49,220   44,165   68,965   69,175    5,540    5,330

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        720)
     720        0        0        0      720      720      720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     30.7      2.9     66.1     59.3     92.6     92.8      7.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        3       18       13       23       17                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,445
COMMITMENTS
  13,470   22,840    2,170   48,515   39,160   64,155   64,170    4,290    4,275

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        670)
     670        0        0        0      670      670      670        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     33.4      3.2     70.9     57.2     93.7     93.8      6.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        3       18       15       23       19                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,187
COMMITMENTS
  17,615   13,890    4,470   36,951   40,771   59,036   59,131    4,151    4,056

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        525)
     600      550        0      -75      -25      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     22.0      7.1     58.5     64.5     93.4     93.6      6.6      6.4

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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,297
COMMITMENTS
   8,510    9,410    5,180   34,569   33,964   48,259   48,554    3,038    2,743

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        175)
     600      600     -350      -75      -75      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     18.3     10.1     67.4     66.2     94.1     94.7      5.9      5.3

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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      187,939
COMMITMENTS
   8,696   29,820   10,794  122,351  101,287  141,841  141,901   46,098   46,038

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      2,525)
     100       45      785      830      885    1,715    1,715      810      810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     15.9      5.7     65.1     53.9     75.5     75.5     24.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        7        6       29       32       35       41                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      148,288
COMMITMENTS
   8,356   13,400   10,426   93,368   88,139  112,150  111,965   36,138   36,323

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      2,575)
     160      -70      350    1,010    1,240    1,520    1,520    1,055    1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      9.0      7.0     63.0     59.4     75.6     75.5     24.4     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        6        5       25       29       31       37                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,091
COMMITMENTS
   1,385    5,900    7,575   59,006   54,711   67,966   68,186    5,125    4,905

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      1,515)
       0     -200        0    1,405    1,605    1,405    1,405      110      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      8.1     10.4     80.7     74.9     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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,624
COMMITMENTS
   1,015    6,550    7,000   45,449   40,034   53,464   53,584    6,160    6,040

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        445)
       0        0        0      280      280      280      280      165      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     11.0     11.7     76.2     67.1     89.7     89.9     10.3     10.1

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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,720
COMMITMENTS
  17,075        0    3,730   17,310   34,885   38,115   38,615    3,605    3,105

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        815)
      50        0        0      765      815      815      815        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.9      0.0      8.9     41.5     83.6     91.4     92.6      8.6      7.4

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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,540
COMMITMENTS
  33,825      180    2,425   12,865   46,570   49,115   49,175    1,425    1,365

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        530)
       0      -50       50      480      530      530      530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.9      0.4      4.8     25.5     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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      176,717
COMMITMENTS
   8,995    8,055    6,285  131,110  133,348  146,390  147,688   30,328   29,029

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      1,847)
     420      250     -200    1,486    1,786    1,706    1,836      141       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      4.6      3.6     74.2     75.5     82.8     83.6     17.2     16.4

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 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      117,575
COMMITMENTS
   3,525    2,695    9,845   87,410   88,750  100,780  101,290   16,795   16,285

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      1,130)
     300       10      -60      395    1,435      635    1,385      495     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      2.3      8.4     74.3     75.5     85.7     86.1     14.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       25       23       29       26                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 05/19/20          |
--------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5      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 22, 2020