ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,927
COMMITMENTS
       0    4,240        0   81,441   77,201   81,441   81,441    7,486    7,486

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -1,734)
       0     -165        0   -1,734   -1,569   -1,734   -1,734        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.8      0.0     91.6     86.8     91.6     91.6      8.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       18       21       18       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,231
COMMITMENTS
       0    4,680        0   68,416   63,736   68,416   68,416    5,815    5,815

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -1,696)
       0     -280        0   -1,711   -1,431   -1,711   -1,711       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.3      0.0     92.2     85.9     92.2     92.2      7.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       20       20       20       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,205
COMMITMENTS
   2,240    1,005        0   20,605   21,540   22,845   22,545    2,360    2,660

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:        270)
      35      -15     -150      550      605      435      440     -165     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      4.0      0.0     81.7     85.5     90.6     89.4      9.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        0       10       11       14       12                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,096
COMMITMENTS
  11,620    4,750    3,950   39,679   46,824   55,249   55,524    3,847    3,572

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -1,575)
       0       80     -220   -1,219   -1,304   -1,439   -1,444     -136     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      8.0      6.7     67.1     79.2     93.5     94.0      6.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       18       17       21       20                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,937
COMMITMENTS
   2,565    1,735    3,310   29,816   30,921   35,691   35,966    2,246    1,971

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -1,272)
    -200       15      -15     -969   -1,189   -1,184   -1,189      -88      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      4.6      8.7     78.6     81.5     94.1     94.8      5.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       17       17       20       20                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,860
COMMITMENTS
     885   16,420       90   31,505   15,775   32,480   32,285    1,380    1,575

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:       -595)
    -125        0        0     -250     -970     -375     -970     -220      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6     48.5      0.3     93.0     46.6     95.9     95.3      4.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       15       14       17       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      100,180
COMMITMENTS
  12,825    4,755    1,515   67,505   75,505   81,845   81,775   18,335   18,405

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -2,035)
    -180      365     -555   -1,025   -1,580   -1,760   -1,770     -275     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      4.7      1.5     67.4     75.4     81.7     81.6     18.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       17       23       19       26                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,060
COMMITMENTS
  13,150    7,300    1,070   63,705   69,525   77,925   77,895   17,135   17,165

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -1,922)
    -170      230     -380   -1,162   -1,492   -1,712   -1,642     -210     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8      7.7      1.1     67.0     73.1     82.0     81.9     18.0     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       18       21       20       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,784
COMMITMENTS
   3,205   13,740    1,390   15,849    6,164   20,444   21,294    4,340    3,490

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -2,196)
    -205   -1,135     -215   -1,430     -515   -1,850   -1,865     -346     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     55.4      5.6     63.9     24.9     82.5     85.9     17.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        4       17       11       22       16                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,919
COMMITMENTS
   3,205   12,255    1,800   14,790    6,590   19,795   20,645    4,124    3,274

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -2,651)
    -205     -985     -770   -1,325     -555   -2,300   -2,310     -351     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     51.2      7.5     61.8     27.6     82.8     86.3     17.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        4       17       11       22       16                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,375
COMMITMENTS
  28,555        0       25   32,880   60,795   61,460   60,820    1,915    2,555

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -3,365)
  -1,965        0      -15   -1,060   -3,540   -3,040   -3,555     -325      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.1      0.0      0.0     51.9     95.9     97.0     96.0      3.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       12       10       16       11                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,450
COMMITMENTS
  26,075      240      150   33,900   59,885   60,125   60,275    2,325    2,175

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -1,035)
    -110       65     -395     -290     -505     -795     -835     -240     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.8      0.4      0.2     54.3     95.9     96.3     96.5      3.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       17       10       22       13                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,700
COMMITMENTS
  17,485      240      545   32,455   49,850   50,485   50,635    2,215    2,065

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:       -750)
     350       75     -560     -235        0     -445     -485     -305     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.2      0.5      1.0     61.6     94.6     95.8     96.1      4.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       18       10       23       13                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,810
COMMITMENTS
   2,330    4,730      530   13,570   11,585   16,430   16,845    3,380    2,965

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -1,325)
     110     -370     -280   -1,170     -890   -1,340   -1,540       15      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     23.9      2.7     68.5     58.5     82.9     85.0     17.1     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        1       11        8       13       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,465
COMMITMENTS
  17,890   22,450    2,270   47,370   43,050   67,530   67,770    5,935    5,695

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -2,555)
    -760      110     -200   -1,890   -2,730   -2,850   -2,820      295      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     30.6      3.1     64.5     58.6     91.9     92.2      8.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        3       17       13       22       17                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,255
COMMITMENTS
  14,060   22,450    2,270   46,385   38,035   62,715   62,755    4,540    4,500

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -2,455)
    -485      110     -200   -1,770   -2,340   -2,455   -2,430        0      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     33.4      3.4     69.0     56.6     93.2     93.3      6.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        3       17       14       22       18                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,177
COMMITMENTS
  16,965   14,185    4,795   36,491   39,351   58,251   58,331    3,926    3,846

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -1,865)
  -1,190      115      325     -840   -2,160   -1,705   -1,720     -160     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     22.8      7.7     58.7     63.3     93.7     93.8      6.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       16       13       21       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,535
COMMITMENTS
   8,365    9,835    5,375   33,807   32,607   47,547   47,817    2,988    2,718

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -1,597)
    -685      245      210   -1,037   -1,992   -1,512   -1,537      -85      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     19.5     10.6     66.9     64.5     94.1     94.6      5.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        5       16       13       21       18                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      184,219
COMMITMENTS
   9,584   33,730    7,921  121,047   96,806  138,552  138,457   45,667   45,762

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -7,295)
   1,308     -145     -958   -6,404   -5,106   -6,054   -6,209   -1,241   -1,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     18.3      4.3     65.7     52.5     75.2     75.2     24.8     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        7        4       28       30       33       38                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      147,051
COMMITMENTS
   8,229   16,995    8,651   93,911   85,050  110,791  110,696   36,260   36,355

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -4,602)
     583      125     -570   -3,597   -3,049   -3,584   -3,494   -1,018   -1,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     11.6      5.9     63.9     57.8     75.3     75.3     24.7     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        6        4       25       29       30       37                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,226
COMMITMENTS
   1,325    4,475    8,425   57,771   54,851   67,521   67,751    4,705    4,475

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -1,845)
     -60     -150     -350   -1,230   -1,130   -1,640   -1,630     -205     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      6.2     11.7     80.0     75.9     93.5     93.8      6.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       16       18       18       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,494
COMMITMENTS
   1,090    4,525    8,350   45,119   41,804   54,559   54,679    5,935    5,815

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:       -695)
      25     -175     -450     -115       85     -540     -540     -155     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      7.5     13.8     74.6     69.1     90.2     90.4      9.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       19       20       21       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,640
COMMITMENTS
  16,450       50    3,405   18,065   35,005   37,920   38,460    3,720    3,180

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:       -495)
     255       50     -325     -350     -155     -420     -430      -75      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.5      0.1      8.2     43.4     84.1     91.1     92.4      8.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       16       18       20       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,020
COMMITMENTS
  33,045      280    2,275   13,710   46,685   49,030   49,240    1,990    1,780

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:       -680)
     100       50     -325     -545     -345     -770     -620       90      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.8      0.5      4.5     26.9     91.5     96.1     96.5      3.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       14       17       17       20                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      175,129
COMMITMENTS
   9,040   10,335    6,600  131,288  131,276  146,928  148,211   28,201   26,918

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -5,893)
     -30       85     -135   -3,703   -3,910   -3,868   -3,960   -2,025   -1,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      5.9      3.8     75.0     75.0     83.9     84.6     16.1     15.4

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 06/09/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      115,515
COMMITMENTS
   3,680    5,985    9,140   87,070   84,550   99,890   99,675   15,625   15,840

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -3,495)
      80      145     -235   -2,375   -2,595   -2,530   -2,685     -965     -810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      5.2      7.9     75.4     73.2     86.5     86.3     13.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       23       25       27       28                  



Updated June 12, 2020