ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,573
COMMITMENTS
       0    4,055        0   79,983   75,928   79,983   79,983    7,590    7,590

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,118)
       0     -185        0   -1,826   -1,641   -1,826   -1,826     -292     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.6      0.0     91.3     86.7     91.3     91.3      8.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       17       21       17       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,257
COMMITMENTS
       0    4,555        0   67,197   62,642   67,197   67,197    6,060    6,060

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,355)
       0     -145        0   -1,260   -1,115   -1,260   -1,260      -95      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.2      0.0     91.7     85.5     91.7     91.7      8.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       20       19       20       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,745
COMMITMENTS
   2,050      990        0   20,070   20,840   22,120   21,830    2,625    2,915

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,090)
    -190      -15        0     -805     -970     -995     -985      -95     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      4.0      0.0     81.1     84.2     89.4     88.2     10.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       13       12       16       13                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,480
COMMITMENTS
  11,620    6,335    3,825   39,996   45,551   55,441   55,711    3,039    2,769

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,181)
       0      655     -195     -838   -1,498   -1,033   -1,038     -148     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     10.8      6.5     68.4     77.9     94.8     95.3      5.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       19       16       22       19                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,347
COMMITMENTS
   2,365    3,400    3,345   31,431   30,666   37,141   37,411    2,206    1,936

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -525)
    -200      615      -15     -220   -1,040     -435     -440      -90      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      8.6      8.5     79.9     77.9     94.4     95.1      5.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       17       18       20       21                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,145
COMMITMENTS
       0    3,415    1,800   18,485   15,250   20,285   20,465    1,860    1,680

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,088)
       0     -185        0   -1,023     -838   -1,023   -1,023      -65      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     15.4      8.1     83.5     68.9     91.6     92.4      8.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       13       17       15                  
 
 
NYISO.N.Y.C._month_off_dap - NODAL EXCHANGE                          Code-064CZT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,675
COMMITMENTS
       0      325    1,800   15,762   15,857   17,562   17,982    1,113      693

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -772)
       0        0        0     -673     -693     -673     -693      -99      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      9.6     84.4     84.9     94.0     96.3      6.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       15       10       16       12                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,930
COMMITMENTS
  12,095    4,665    1,505   66,995   74,380   80,595   80,550   17,335   17,380

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,985)
  -1,030      -90      -10     -510   -1,425   -1,550   -1,525   -1,435   -1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      4.8      1.5     68.4     76.0     82.3     82.3     17.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       18       22       20       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,000
COMMITMENTS
  12,650    7,135    1,050   63,435   68,895   77,135   77,080   15,865   15,920

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,990)
    -935     -165      -40     -695   -1,455   -1,670   -1,660   -1,320   -1,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      7.7      1.1     68.2     74.1     82.9     82.9     17.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       18       21       21       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,518
COMMITMENTS
   3,230   12,965      995   14,777    5,907   19,002   19,867    4,516    3,651

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,656)
    -275   -1,025     -195   -1,015     -315   -1,485   -1,535     -171     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     55.1      4.2     62.8     25.1     80.8     84.5     19.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        4       17       10       22       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,848
COMMITMENTS
   3,230   11,475    1,540   13,874    6,549   18,644   19,564    4,204    3,284

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,506)
    -275     -880     -190     -871     -316   -1,336   -1,386     -170     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     50.2      6.7     60.7     28.7     81.6     85.6     18.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        4       17       10       22       15                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,170
COMMITMENTS
  26,015        0        0   32,230   57,820   58,245   57,820    1,925    2,350

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -3,870)
  -2,540        0      -25   -1,340   -3,665   -3,905   -3,690       35     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.2      0.0      0.0     53.6     96.1     96.8     96.1      3.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        0       11       10       15       10                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,050
COMMITMENTS
  26,295       55      190   31,800   58,340   58,285   58,585    2,765    2,465

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -3,280)
  -1,055      -60        0   -2,145   -3,140   -3,200   -3,200      -80      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.1      0.1      0.3     52.1     95.6     95.5     96.0      4.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       16       12       21       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,660
COMMITMENTS
  18,105       55      540   30,625   48,825   49,270   49,420    2,390    2,240

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,720)
    -655      -60        0   -1,995   -2,590   -2,650   -2,650      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0      0.1      1.0     59.3     94.5     95.4     95.7      4.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       17       12       22       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,825
COMMITMENTS
  16,935   21,150    2,110   44,790   40,930   63,835   64,190    5,990    5,635

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -3,780)
    -955     -150     -200   -2,325   -3,115   -3,480   -3,465     -300     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     30.3      3.0     64.1     58.6     91.4     91.9      8.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        4       16       13       21       18                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,065
COMMITMENTS
  13,125   21,150    2,110   44,065   36,135   59,300   59,395    4,765    4,670

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -3,560)
    -935     -150     -200   -2,275   -3,005   -3,410   -3,355     -150     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     33.0      3.3     68.8     56.4     92.6     92.7      7.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        4       16       13       21       18                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,447
COMMITMENTS
  17,125   13,710    5,610   37,083   40,568   59,818   59,888    3,629    3,559

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,550)
    -640     -900       90   -1,453   -1,203   -2,003   -2,013     -547     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     21.6      8.8     58.4     63.9     94.3     94.4      5.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        4       19       14       25       18                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,610
COMMITMENTS
   9,025    9,550    5,905   34,843   34,568   49,773   50,023    2,837    2,587

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,140)
     -90     -660       90   -1,679   -1,129   -1,679   -1,699     -461     -441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     18.2     11.2     66.2     65.7     94.6     95.1      5.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        4       19       14       25       18                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      183,739
COMMITMENTS
  10,032   35,015    7,193  119,912   94,784  137,137  136,992   46,602   46,747

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -8,575)
     273   -2,015     -398   -5,920   -3,612   -6,045   -6,025   -2,530   -2,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     19.1      3.9     65.3     51.6     74.6     74.6     25.4     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        7        5       29       31       35       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      146,536
COMMITMENTS
   8,937   19,560    7,383   93,790   83,022  110,110  109,965   36,426   36,571

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -6,890)
     603   -1,135     -468   -5,128   -3,370   -4,993   -4,973   -1,897   -1,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     13.3      5.0     64.0     56.7     75.1     75.0     24.9     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        6        5       27       30       33       38                  
 
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                       Code-064FJY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,975
COMMITMENTS
   1,500      300        0   20,665   21,625   22,165   21,925      810    1,050

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -610)
       0      -50        0     -485     -435     -485     -485     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      1.3      0.0     89.9     94.1     96.5     95.4      3.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       13       13       14       14                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,756
COMMITMENTS
   1,755    3,590    8,815   54,971   53,366   65,541   65,771    4,215    3,985

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -3,645)
    -550     -345     -130   -2,775   -2,980   -3,455   -3,455     -190     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      5.1     12.6     78.8     76.5     94.0     94.3      6.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       18       18       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,365
COMMITMENTS
   1,580    3,040    9,065   42,140   40,920   52,785   53,025    6,580    6,340

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,785)
    -240     -345     -305   -2,205   -1,980   -2,750   -2,630      -35     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      5.1     15.3     71.0     68.9     88.9     89.3     11.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       17       19       20       22                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,880
COMMITMENTS
  16,965    1,585    2,830   22,375   38,250   42,170   42,665    3,710    3,215

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -270)
      65       35     -400      285      290      -50      -75     -220     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.0      3.5      6.2     48.8     83.4     91.9     93.0      8.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       17       18       22       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,455
COMMITMENTS
  32,860    1,855    1,890   17,225   48,410   51,975   52,155    2,480    2,300

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -860)
    -185      -75     -140     -495     -635     -820     -850      -40      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.3      3.4      3.5     31.6     88.9     95.4     95.8      4.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       15       18       18       21                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      173,136
COMMITMENTS
   9,735   11,870    6,000  128,896  127,914  144,631  145,784   28,505   27,352

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -6,030)
    -355     -285     -500   -4,344   -4,479   -5,199   -5,264     -831     -766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      6.9      3.5     74.4     73.9     83.5     84.2     16.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        2       28       29       33       32                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      119,860
COMMITMENTS
   4,485    7,715    8,270   92,380   89,120  105,135  105,105   14,725   14,755

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -5,055)
    -245      260     -800   -2,940   -3,430   -3,985   -3,970   -1,070   -1,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      6.4      6.9     77.1     74.4     87.7     87.7     12.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        3       25       27       29       31                  



Updated July 10, 2020