ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       89,523
COMMITMENTS
       0    4,055        0   81,993   77,938   81,993   81,993    7,530    7,530

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        965)
       0        0        0      880      880      880      880       85       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.5      0.0     91.6     87.1     91.6     91.6      8.4      8.4

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 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,499
COMMITMENTS
       0    4,580        0   68,334   63,754   68,334   68,334    6,165    6,165

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        735)
       0        0        0      640      640      640      640       95       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.1      0.0     91.7     85.6     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 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,930
COMMITMENTS
   1,500      990        0   20,845   21,065   22,345   22,055    3,585    3,875

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        935)
    -350        0        0      425       75       75       75      860      860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      3.8      0.0     80.4     81.2     86.2     85.1     13.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       13       13       16       14                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,825
COMMITMENTS
  11,620    6,500    3,745   40,936   46,326   56,301   56,571    3,524    3,254

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        543)
       0        0        0      360      360      360      360      183      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     10.9      6.3     68.4     77.4     94.1     94.6      5.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       18       18       21       21                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,834
COMMITMENTS
   2,365    3,790    3,315   31,778   30,623   37,458   37,728    2,376    2,106

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -180     -180     -180     -180      180      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      9.5      8.3     79.8     76.9     94.0     94.7      6.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       16       18       19       21                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,526
COMMITMENTS
       0    3,340    1,800   18,985   15,825   20,785   20,965    1,741    1,561

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        146)
       0        0        0      360      360      360      360     -214     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     14.8      8.0     84.3     70.3     92.3     93.1      7.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       17       14       18       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,330
COMMITMENTS
  11,480    3,885    1,800   65,920   73,470   79,200   79,155   18,130   18,175

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:       -580)
       0     -780        0   -1,080     -300   -1,080   -1,080      500      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      4.0      1.8     67.7     75.5     81.4     81.3     18.6     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       19       22       21       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,705
COMMITMENTS
  12,435    6,355    1,475   63,245   69,255   77,155   77,085   16,550   16,620

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:       -230)
       0     -780      350   -1,230     -450     -880     -880      650      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      6.8      1.6     67.5     73.9     82.3     82.3     17.7     17.7

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 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,553
COMMITMENTS
   3,230   13,015      995   14,837    5,917   19,062   19,927    4,491    3,626

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     55.3      4.2     63.0     25.1     80.9     84.6     19.1     15.4

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 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,908
COMMITMENTS
   3,230   11,600    1,465   14,009    6,559   18,704   19,624    4,204    3,284

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     50.6      6.4     61.2     28.6     81.6     85.7     18.4     14.3

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 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       71,902
COMMITMENTS
  36,965        0        0   32,975   69,900   69,940   69,900    1,962    2,002

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      1,117)
     300        0        0      730    1,195    1,030    1,195       87      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.4      0.0      0.0     45.9     97.2     97.3     97.2      2.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        0       11       13       15       13                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,130
COMMITMENTS
  35,865        0        0   34,625   70,085   70,490   70,085    1,640    2,045

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.7      0.0      0.0     48.0     97.2     97.7     97.2      2.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        0       12       11       16       11                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,400
COMMITMENTS
  26,295       80      190   32,150   58,665   58,635   58,935    2,765    2,465

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:         25)
       0       25        0       25        0       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.8      0.1      0.3     52.4     95.5     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 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,110
COMMITMENTS
  18,105       80      540   31,075   49,250   49,720   49,870    2,390    2,240

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:         75)
       0       25        0       75       50       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.7      0.2      1.0     59.6     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.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,600
COMMITMENTS
   2,280    4,085      530   12,315   10,970   15,125   15,585    3,475    3,015

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     22.0      2.8     66.2     59.0     81.3     83.8     18.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1       11        9       13       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,720
COMMITMENTS
  17,610   21,150    2,110   44,040   40,855   63,760   64,115    5,960    5,605

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        360)
     675        0        0     -315      360      360      360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3     30.3      3.0     63.2     58.6     91.5     92.0      8.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        2        4       16       15       23       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,180
COMMITMENTS
  13,750   21,150    2,110   43,530   36,225   59,390   59,485    4,790    4,695

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        150)
     625        0        0     -550       75       75       75       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     33.0      3.3     67.8     56.4     92.5     92.7      7.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        2        4       16       14       23       19                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,667
COMMITMENTS
  17,710   13,895    5,620   37,968   41,853   61,298   61,368    3,369    3,299

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        505)
     600       75       25       75      600      700      700     -195     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4     21.5      8.7     58.7     64.7     94.8     94.9      5.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        4       20       14       26       18                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,245
COMMITMENTS
   9,460    9,860    5,890   36,318   36,168   51,668   51,918    2,577    2,327

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        675)
     600      100        0      350      850      950      950     -275     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     18.2     10.9     67.0     66.7     95.2     95.7      4.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        4       20       14       26       18                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      194,013
COMMITMENTS
   1,395   37,933   12,115  131,790   95,107  145,300  145,155   48,713   48,858

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      1,561)
     -25    1,630     -275    2,011      356    1,711    1,711     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     19.6      6.2     67.9     49.0     74.9     74.8     25.1     25.2

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 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      154,076
COMMITMENTS
   1,545   23,218   11,390  102,444   80,626  115,379  115,234   38,697   38,842

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      1,590)
     -80    1,500     -195    2,115      535    1,840    1,840     -250     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     15.1      7.4     66.5     52.3     74.9     74.8     25.1     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        7        5       27       30       33       38                  
 
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                       Code-064FJY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,575
COMMITMENTS
   2,100      300        0   20,665   22,225   22,765   22,525      810    1,050

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        600)
     600        0        0        0      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      1.3      0.0     87.7     94.3     96.6     95.5      3.4      4.5

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 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,251
COMMITMENTS
   1,880    3,590    8,815   54,991   53,391   65,686   65,796    4,565    4,455

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        695)
       0        0        0      650      650      650      650       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      5.1     12.5     78.3     76.0     93.5     93.7      6.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       16       19       18       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,337
COMMITMENTS
   1,655    3,040    9,065   42,897   41,767   53,617   53,872    6,720    6,465

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        762)
       0        0        0      742      742      742      742       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      5.0     15.0     71.1     69.2     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 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,737
COMMITMENTS
   7,365    2,185    6,405   27,957   33,632   41,727   42,222    4,010    3,515

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        347)
       0      600        0      302     -298      302      302       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      4.8     14.0     61.1     73.5     91.2     92.3      8.8      7.7

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 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,490
COMMITMENTS
  23,260    2,455    4,315   20,300   41,285   47,875   48,055    3,615    3,435

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:       -315)
       0      600        0     -445   -1,045     -445     -445      130      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.2      4.8      8.4     39.4     80.2     93.0     93.3      7.0      6.7

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 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      179,431
COMMITMENTS
   9,925    2,270    7,900  129,287  137,804  147,112  147,974   32,319   31,457

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        957)
      25        0        0    1,066      916    1,091      916     -134       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      1.3      4.4     72.1     76.8     82.0     82.5     18.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        2       28       30       33       33                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      122,820
COMMITMENTS
   7,650      865    8,195   89,455   96,210  105,300  105,270   17,520   17,550

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:       -270)
      25        0      -25     -440     -415     -440     -440      170      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      0.7      6.7     72.8     78.3     85.7     85.7     14.3     14.3

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



Updated July 31, 2020