ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,173
COMMITMENTS
       0    4,055        0   82,713   78,658   82,713   82,713    7,460    7,460

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:        650)
       0        0        0      720      720      720      720      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.5      0.0     91.7     87.2     91.7     91.7      8.3      8.3

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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       75,099
COMMITMENTS
       0    4,580        0   69,054   64,474   69,054   69,054    6,045    6,045

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      720      720      720      720     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.1      0.0     92.0     85.9     92.0     92.0      8.0      8.0

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 08/04/20          |
--------------------------------------------------------------| 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 07/28/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,025
COMMITMENTS
  11,620    6,600    3,745   42,136   47,426   57,501   57,771    3,524    3,254

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:      1,200)
       0      100        0    1,200    1,100    1,200    1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     10.8      6.1     69.0     77.7     94.2     94.7      5.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       18       19       21       22                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,274
COMMITMENTS
   2,365    3,790    3,315   33,218   32,063   38,898   39,168    2,376    2,106

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:      1,440)
       0        0        0    1,440    1,440    1,440    1,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      9.2      8.0     80.5     77.7     94.2     94.9      5.8      5.1

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 08/04/20          |
--------------------------------------------------------------| 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 07/28/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,280
COMMITMENTS
  12,380    2,875    2,350   64,420   73,880   79,150   79,105   18,130   18,175

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:        -50)
     900   -1,010      550   -1,500      410      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      3.0      2.4     66.2     75.9     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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,045
COMMITMENTS
  13,335    5,395    1,580   61,730   69,600   76,645   76,575   16,400   16,470

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:       -660)
     900     -960      105   -1,515      345     -510     -510     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3      5.8      1.7     66.3     74.8     82.4     82.3     17.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       18       22       21       25                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20          |
--------------------------------------------------------------| 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 07/28/20 (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 08/04/20          |
--------------------------------------------------------------| 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 07/28/20 (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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,352
COMMITMENTS
  36,965        0        0   33,580   70,470   70,545   70,470    1,807    1,882

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:        450)
       0        0        0      605      570      605      570     -155     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.1      0.0      0.0     46.4     97.4     97.5     97.4      2.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       12       14       16       14                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,180
COMMITMENTS
  35,865        0        0   34,675   70,135   70,540   70,135    1,640    2,045

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,325
COMMITMENTS
  26,220       80      190   32,150   58,590   58,560   58,860    2,765    2,465

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:        -75)
     -75        0        0        0      -75      -75      -75        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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,035
COMMITMENTS
  18,030       80      540   31,075   49,175   49,645   49,795    2,390    2,240

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:        -75)
     -75        0        0        0      -75      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6      0.2      1.0     59.7     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 08/04/20          |
--------------------------------------------------------------| 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 07/28/20 (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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,870
COMMITMENTS
  17,900   21,150    2,110   43,950   41,055   63,960   64,315    5,910    5,555

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:        150)
     290        0        0      -90      200      200      200      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6     30.3      3.0     62.9     58.8     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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,330
COMMITMENTS
  14,040   21,150    2,110   43,440   36,425   59,590   59,685    4,740    4,645

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:        150)
     290        0        0      -90      200      200      200      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8     32.9      3.3     67.5     56.6     92.6     92.8      7.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        2        4       16       15       23       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,927
COMMITMENTS
  17,770   14,145    5,860   38,678   42,373   62,308   62,378    3,619    3,549

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:      1,260)
      60      250      240      710      520    1,010    1,010      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     21.5      8.9     58.7     64.3     94.5     94.6      5.5      5.4

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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,505
COMMITMENTS
   9,470   10,060    6,130   37,078   36,738   52,678   52,928    2,827    2,577

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:      1,260)
      10      200      240      760      570    1,010    1,010      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     18.1     11.0     66.8     66.2     94.9     95.4      5.1      4.6

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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      194,363
COMMITMENTS
   1,395   38,558   12,315  132,220   94,932  145,930  145,805   48,433   48,558

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:        350)
       0      625      200      430     -175      630      650     -280     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     19.8      6.3     68.0     48.8     75.1     75.0     24.9     25.0

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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      154,306
COMMITMENTS
   1,305   23,603   11,815  102,654   80,231  115,774  115,649   38,532   38,657

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:        230)
    -240      385      425      210     -395      395      415     -165     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     15.3      7.7     66.5     52.0     75.0     74.9     25.0     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        7        5       28       30       34       38                  
 
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                       Code-064FJY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,590
COMMITMENTS
   2,100      300        0   20,390   21,950   22,490   22,250    1,100    1,340

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:         15)
       0        0        0     -275     -275     -275     -275      290      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      1.3      0.0     86.4     93.0     95.3     94.3      4.7      5.7

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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,721
COMMITMENTS
   1,880    3,640    8,815   55,386   53,736   66,081   66,191    4,640    4,530

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:        470)
       0       50        0      395      345      395      395       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      5.1     12.5     78.3     76.0     93.4     93.6      6.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       15       19       17       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,717
COMMITMENTS
   1,655    3,040    9,065   43,152   42,022   53,872   54,127    6,845    6,590

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      255      255      255      255      125      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      5.0     14.9     71.1     69.2     88.7     89.1     11.3     10.9

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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,037
COMMITMENTS
   7,365    2,185    6,405   28,257   33,932   42,027   42,522    4,010    3,515

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0      4.7     13.9     61.4     73.7     91.3     92.4      8.7      7.6

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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,540
COMMITMENTS
  23,260    2,455    4,315   20,350   41,335   47,925   48,105    3,615    3,435

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.1      4.8      8.4     39.5     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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      182,580
COMMITMENTS
  10,025    2,270    7,900  132,982  141,432  150,907  151,602   31,674   30,979

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:      3,149)
     100        0        0    3,695    3,627    3,795    3,627     -645     -478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      1.2      4.3     72.8     77.5     82.7     83.0     17.3     17.0

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 08/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      122,870
COMMITMENTS
   7,650      865    8,195   89,770   96,525  105,615  105,585   17,255   17,285

CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST:         50)
       0        0        0      315      315      315      315     -265     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      0.7      6.7     73.1     78.6     86.0     85.9     14.0     14.1

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



Updated August 07, 2020