ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                     Code-064AAA
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    46,706:         0        888      1,475     37,871     37,033     39,346     39,396:     7,360      7,310
Old  :    46,706:         0        888      1,475     37,871     37,033     39,346     39,396:     7,360      7,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :      -653:         0        708          0     -1,003     -1,721     -1,003     -1,013:       350        360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.9        3.2       81.1       79.3       84.2       84.3:      15.8       15.7
Old  :     100.0:       0.0        1.9        3.2       81.1       79.3       84.2       84.3:      15.8       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          1          1         18         19         19         20:
Old  :        24:         0          1          1         18         19         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.6       45.7       79.3       66.4       61.3       44.7       66.8       61.3
Old  :                 69.6       45.7       79.3       66.4       61.3       44.7       66.8       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                                                    Code-064AAB
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    41,462:         0      2,255        370     35,066     32,880     35,436     35,505:     6,026      5,957
Old  :    41,462:         0      2,255        370     35,066     32,880     35,436     35,505:     6,026      5,957
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -1,365:         0      1,015       -290     -1,037     -2,080     -1,327     -1,355:       -38        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.4        0.9       84.6       79.3       85.5       85.6:      14.5       14.4
Old  :     100.0:       0.0        5.4        0.9       84.6       79.3       85.5       85.6:      14.5       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          1          1         14         19         15         20:
Old  :        23:         0          1          1         14         19         15         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.4       44.3       82.4       67.2       66.3       43.7       71.7       64.2
Old  :                 73.4       44.3       82.4       67.2       66.3       43.7       71.7       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                                                          Code-064BFI
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    25,545:     1,075      1,350        440     21,665     21,160     23,180     22,950:     2,365      2,595
Old  :    25,545:     1,075      1,350        440     21,665     21,160     23,180     22,950:     2,365      2,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :      -271:        25        230       -340        130        -65       -185       -175:       -86        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        5.3        1.7       84.8       82.8       90.7       89.8:       9.3       10.2
Old  :     100.0:       4.2        5.3        1.7       84.8       82.8       90.7       89.8:       9.3       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          1          3         13         14         18         17:
Old  :        22:         4          1          3         13         14         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.4       59.8       85.8       80.0       66.6       56.0       68.8       67.3
Old  :                 75.4       59.8       85.8       80.0       66.6       56.0       68.8       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                                                         Code-064BFJ
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    21,090:     1,125        950        250     18,115     18,110     19,490     19,310:     1,600      1,780
Old  :    21,090:     1,125        950        250     18,115     18,110     19,490     19,310:     1,600      1,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :       375:      -100        130       -130        655        425        425        425:       -50        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        4.5        1.2       85.9       85.9       92.4       91.6:       7.6        8.4
Old  :     100.0:       5.3        4.5        1.2       85.9       85.9       92.4       91.6:       7.6        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          1          1          9         14         13         15:
Old  :        20:         3          1          1          9         14         13         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.7       60.9       90.4       79.4       67.0       57.3       70.0       67.7
Old  :                 83.7       60.9       90.4       79.4       67.0       57.3       70.0       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                                                              Code-064CXO
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    32,566:    10,160      1,305      2,895     17,184     26,254     30,239     30,454:     2,327      2,112
Old  :    32,566:    10,160      1,305      2,895     17,184     26,254     30,239     30,454:     2,327      2,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :      -141:       500       -240       -500        113        853        113        113:      -254       -254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        4.0        8.9       52.8       80.6       92.9       93.5:       7.1        6.5
Old  :     100.0:      31.2        4.0        8.9       52.8       80.6       92.9       93.5:       7.1        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          2          2         13         16         15         19:
Old  :        21:         1          2          2         13         16         15         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       69.5       79.2       81.4       46.8       58.2       58.2       62.1
Old  :                 60.4       69.5       79.2       81.4       46.8       58.2       58.2       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                                                             Code-064CXP
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    22,109:     6,580        620      3,420     10,948     17,018     20,948     21,058:     1,161      1,051
Old  :    22,109:     6,580        620      3,420     10,948     17,018     20,948     21,058:     1,161      1,051
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :      -966:       390       -250       -390       -751       -121       -751       -761:      -215       -205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8        2.8       15.5       49.5       77.0       94.7       95.2:       5.3        4.8
Old  :     100.0:      29.8        2.8       15.5       49.5       77.0       94.7       95.2:       5.3        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          2          2         13         14         15         17:
Old  :        20:         1          2          2         13         14         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.0       72.0       86.2       86.1       52.6       49.5       55.7       55.2
Old  :                 70.0       72.0       86.2       86.1       52.6       49.5       55.7       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                        Code-064DLW
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    77,797:    12,265      3,475      4,290     47,933     56,352     64,488     64,117:    13,309     13,680
Old  :    77,797:    12,265      3,475      4,290     47,933     56,352     64,488     64,117:    13,309     13,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -1,855:    -1,975        -15        540        568     -1,375       -867       -850:      -988     -1,005
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        4.5        5.5       61.6       72.4       82.9       82.4:      17.1       17.6
Old  :     100.0:      15.8        4.5        5.5       61.6       72.4       82.9       82.4:      17.1       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          2          4         14         20         18         24:
Old  :        28:         2          2          4         14         20         18         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       43.1       77.4       59.8       60.4       42.4       65.6       56.0
Old  :                 67.5       43.1       77.4       59.8       60.4       42.4       65.6       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                       Code-064DLX
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    73,043:     8,725      3,235      3,945     47,877     52,951     60,547     60,131:    12,496     12,912
Old  :    73,043:     8,725      3,235      3,945     47,877     52,951     60,547     60,131:    12,496     12,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -2,346:      -865        -90       -250       -461     -1,216     -1,576     -1,556:      -770       -790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        4.4        5.4       65.5       72.5       82.9       82.3:      17.1       17.7
Old  :     100.0:      11.9        4.4        5.4       65.5       72.5       82.9       82.3:      17.1       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          2          3         15         21         18         25:
Old  :        28:         2          2          3         15         21         18         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       45.5       75.2       60.9       59.0       43.0       64.2       54.8
Old  :                 65.6       45.5       75.2       60.9       59.0       43.0       64.2       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                   Code-064DPQ
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    23,940:     2,415      7,175      2,400     15,418     11,213     20,233     20,788:     3,707      3,152
Old  :    23,940:     2,415      7,175      2,400     15,418     11,213     20,233     20,788:     3,707      3,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -1,971:      -145       -990         70     -1,635       -810     -1,710     -1,730:      -261       -241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       30.0       10.0       64.4       46.8       84.5       86.8:      15.5       13.2
Old  :     100.0:      10.1       30.0       10.0       64.4       46.8       84.5       86.8:      15.5       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          4          3         17         10         23         15:
Old  :        28:         4          4          3         17         10         23         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       59.1       62.8       80.7       34.9       49.4       53.9       62.2
Old  :                 39.3       59.1       62.8       80.7       34.9       49.4       53.9       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                  Code-064DPR
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    23,085:     3,775      7,675      1,840     13,700     10,525     19,315     20,040:     3,770      3,045
Old  :    23,085:     3,775      7,675      1,840     13,700     10,525     19,315     20,040:     3,770      3,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -1,606:       115       -650       -165     -1,380       -635     -1,430     -1,450:      -176       -156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       33.2        8.0       59.3       45.6       83.7       86.8:      16.3       13.2
Old  :     100.0:      16.4       33.2        8.0       59.3       45.6       83.7       86.8:      16.3       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4          3          3         16          9         21         14:
Old  :        25:         4          3          3         16          9         21         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       59.7       66.1       81.2       34.0       56.3       56.3       67.1
Old  :                 41.2       59.7       66.1       81.2       34.0       56.3       56.3       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                                                        Code-064ERM
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    43,542:    22,980          0          0     15,991     38,847     38,971     38,847:     4,571      4,695
Old  :    43,542:    22,980          0          0     15,991     38,847     38,971     38,847:     4,571      4,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -3,310:    -2,205          0          0       -750     -2,957     -2,955     -2,957:      -355       -353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.8        0.0        0.0       36.7       89.2       89.5       89.2:      10.5       10.8
Old  :     100.0:      52.8        0.0        0.0       36.7       89.2       89.5       89.2:      10.5       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          0          0         13         14         17         14:
Old  :        23:         4          0          0         13         14         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.7       75.4       83.1       85.6       63.0       75.4       78.2       82.0
Old  :                 63.7       75.4       83.1       85.6       63.0       75.4       78.2       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                                                       Code-064ERN
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    44,010:    22,630          0          0     16,226     39,152     38,856     39,152:     5,154      4,858
Old  :    44,010:    22,630          0          0     16,226     39,152     38,856     39,152:     5,154      4,858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -2,691:    -1,780          0          0       -505     -2,290     -2,285     -2,290:      -406       -401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.4        0.0        0.0       36.9       89.0       88.3       89.0:      11.7       11.0
Old  :     100.0:      51.4        0.0        0.0       36.9       89.0       88.3       89.0:      11.7       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          0          0         11         14         15         14:
Old  :        22:         4          0          0         11         14         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.3       77.6       83.5       85.6       61.6       77.6       81.2       84.3
Old  :                 62.3       77.6       83.5       85.6       61.6       77.6       81.2       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                  Code-064EUY
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    55,500:    25,695        400      1,765     24,180     49,575     51,640     51,740:     3,860      3,760
Old  :    55,500:    25,695        400      1,765     24,180     49,575     51,640     51,740:     3,860      3,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -2,170:      -625          0       -285       -910     -1,545     -1,820     -1,830:      -350       -340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3        0.7        3.2       43.6       89.3       93.0       93.2:       7.0        6.8
Old  :     100.0:      46.3        0.7        3.2       43.6       89.3       93.0       93.2:       7.0        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         7          1          2         16         13         23         16:
Old  :        30:         7          1          2         16         13         23         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       79.0       77.3       89.6       52.1       78.6       72.1       82.4
Old  :                 54.9       79.0       77.3       89.6       52.1       78.6       72.1       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                 Code-064EUZ
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    54,860:    25,025        150      2,215     23,775     48,750     51,015     51,115:     3,845      3,745
Old  :    54,860:    25,025        150      2,215     23,775     48,750     51,015     51,115:     3,845      3,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -1,760:      -420         50       -360       -640     -1,120     -1,420     -1,430:      -340       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6        0.3        4.0       43.3       88.9       93.0       93.2:       7.0        6.8
Old  :     100.0:      45.6        0.3        4.0       43.3       88.9       93.0       93.2:       7.0        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         6          1          3         16         12         23         15:
Old  :        28:         6          1          3         16         12         23         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       78.0       76.9       90.0       52.7       77.7       72.3       81.7
Old  :                 55.3       78.0       76.9       90.0       52.7       77.7       72.3       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                                                                 Code-064EVG
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    15,880:     1,095      6,280        645     12,450      7,705     14,190     14,630:     1,690      1,250
Old  :    15,880:     1,095      6,280        645     12,450      7,705     14,190     14,630:     1,690      1,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :      -170:      -290       -365          0        205        260        -85       -105:       -85        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       39.5        4.1       78.4       48.5       89.4       92.1:      10.6        7.9
Old  :     100.0:       6.9       39.5        4.1       78.4       48.5       89.4       92.1:      10.6        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          5          1         15          8         16         14:
Old  :        23:         1          5          1         15          8         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       55.3       78.6       84.1       45.8       55.3       66.3       75.4
Old  :                 53.2       55.3       78.6       84.1       45.8       55.3       66.3       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                                                                Code-064EVH
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    15,380:     1,495      6,580        490     12,040      7,105     14,025     14,175:     1,355      1,205
Old  :    15,380:     1,495      6,580        490     12,040      7,105     14,025     14,175:     1,355      1,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :      -250:      -365       -540          0        200        360       -165       -180:       -85        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       42.8        3.2       78.3       46.2       91.2       92.2:       8.8        7.8
Old  :     100.0:       9.7       42.8        3.2       78.3       46.2       91.2       92.2:       8.8        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          5          1         14          8         15         14:
Old  :        23:         1          5          1         14          8         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       59.0       80.3       84.1       47.7       59.0       68.5       78.4
Old  :                 54.8       59.0       80.3       84.1       47.7       59.0       68.5       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                   Code-064EWU
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    64,155:    21,725     22,180      2,220     35,695     35,400     59,640     59,800:     4,515      4,355
Old  :    64,155:    21,725     22,180      2,220     35,695     35,400     59,640     59,800:     4,515      4,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -1,195:       650        435       -660     -1,230       -865     -1,240     -1,090:        45       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       34.6        3.5       55.6       55.2       93.0       93.2:       7.0        6.8
Old  :     100.0:      33.9       34.6        3.5       55.6       55.2       93.0       93.2:       7.0        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         5          3          5         17         15         25         20:
Old  :        31:         5          3          5         17         15         25         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       69.3       73.7       86.4       59.5       67.3       72.9       80.6
Old  :                 60.2       69.3       73.7       86.4       59.5       67.3       72.9       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                  Code-064EWV
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    63,080:    18,770     22,055      2,775     36,320     33,705     57,865     58,535:     5,215      4,545
Old  :    63,080:    18,770     22,055      2,775     36,320     33,705     57,865     58,535:     5,215      4,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -1,640:       870        560       -940     -1,480     -1,040     -1,550     -1,420:       -90       -220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       35.0        4.4       57.6       53.4       91.7       92.8:       8.3        7.2
Old  :     100.0:      29.8       35.0        4.4       57.6       53.4       91.7       92.8:       8.3        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          3          6         16         16         24         22:
Old  :        30:         5          3          6         16         16         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       70.1       71.9       85.3       56.9       67.6       69.7       80.2
Old  :                 58.3       70.1       71.9       85.3       56.9       67.6       69.7       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                  Code-064EXE
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    55,781:    15,650     19,395      1,820     36,022     32,447     53,492     53,662:     2,289      2,119
Old  :    55,781:    15,650     19,395      1,820     36,022     32,447     53,492     53,662:     2,289      2,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -1,875:      -530       -980       -100     -1,011       -571     -1,641     -1,651:      -234       -224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       34.8        3.3       64.6       58.2       95.9       96.2:       4.1        3.8
Old  :     100.0:      28.1       34.8        3.3       64.6       58.2       95.9       96.2:       4.1        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          3          3         21         12         26         16:
Old  :        30:         3          3          3         21         12         26         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       74.3       77.4       92.2       52.8       69.2       73.0       81.2
Old  :                 55.8       74.3       77.4       92.2       52.8       69.2       73.0       81.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                 Code-064EXF
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    45,807:    11,925     10,650      1,955     30,569     32,149     44,449     44,754:     1,358      1,053
Old  :    45,807:    11,925     10,650      1,955     30,569     32,149     44,449     44,754:     1,358      1,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -1,170:      -505       -465       -100       -498       -558     -1,103     -1,123:       -67        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       23.2        4.3       66.7       70.2       97.0       97.7:       3.0        2.3
Old  :     100.0:      26.0       23.2        4.3       66.7       70.2       97.0       97.7:       3.0        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          2          2         20         11         25         14:
Old  :        28:         4          2          2         20         11         25         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       69.5       79.4       92.8       55.8       65.4       74.1       83.3
Old  :                 59.4       69.5       79.4       92.8       55.8       65.4       74.1       83.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                           Code-064FHK
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   145,464:     2,124     24,070      9,150    114,445     92,489    125,719    125,709:    19,745     19,755
Old  :   145,464:     2,124     24,070      9,150    114,445     92,489    125,719    125,709:    19,745     19,755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -5,790:       449        214       -924     -3,992     -3,757     -4,467     -4,467:    -1,323     -1,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       16.5        6.3       78.7       63.6       86.4       86.4:      13.6       13.6
Old  :     100.0:       1.5       16.5        6.3       78.7       63.6       86.4       86.4:      13.6       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         3          7          4         28         31         33         40:
Old  :        43:         3          7          4         28         31         33         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       38.6       74.1       56.9       59.3       36.9       65.6       51.8
Old  :                 62.7       38.6       74.1       56.9       59.3       36.9       65.6       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                          Code-064FHL
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   135,374:     3,699     28,400      6,955    109,412     84,711    120,066    120,066:    15,308     15,308
Old  :   135,374:     3,699     28,400      6,955    109,412     84,711    120,066    120,066:    15,308     15,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -4,535:       665        490       -715     -3,547     -3,352     -3,597     -3,577:      -938       -958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       21.0        5.1       80.8       62.6       88.7       88.7:      11.3       11.3
Old  :     100.0:       2.7       21.0        5.1       80.8       62.6       88.7       88.7:      11.3       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         3          7          3         24         30         28         39:
Old  :        42:         3          7          3         24         30         28         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       42.2       77.8       59.8       58.3       40.4       68.4       55.9
Old  :                 63.1       42.2       77.8       59.8       58.3       40.4       68.4       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                                                        Code-064FKA
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    40,495:     1,270      5,495      2,280     33,600     29,380     37,150     37,155:     3,345      3,340
Old  :    40,495:     1,270      5,495      2,280     33,600     29,380     37,150     37,155:     3,345      3,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -1,645:      -310         75        145     -1,530     -1,915     -1,695     -1,695:        50         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1       13.6        5.6       83.0       72.6       91.7       91.8:       8.3        8.2
Old  :     100.0:       3.1       13.6        5.6       83.0       72.6       91.7       91.8:       8.3        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          2          2         15         18         18         22:
Old  :        26:         3          2          2         15         18         18         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.5       46.5       81.8       70.4       63.9       44.9       73.4       65.4
Old  :                 65.5       46.5       81.8       70.4       63.9       44.9       73.4       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                       Code-064FKB
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    36,710:       670      4,920      3,700     29,410     25,210     33,780     33,830:     2,930      2,880
Old  :    36,710:       670      4,920      3,700     29,410     25,210     33,780     33,830:     2,930      2,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -1,140:      -300        200        260       -790     -1,300       -830       -840:      -310       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8       13.4       10.1       80.1       68.7       92.0       92.2:       8.0        7.8
Old  :     100.0:       1.8       13.4       10.1       80.1       68.7       92.0       92.2:       8.0        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          1          2         16         20         19         23:
Old  :        25:         3          1          2         16         20         19         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.3       45.8       78.1       68.6       55.2       42.1       60.6       57.0
Old  :                 62.3       45.8       78.1       68.6       55.2       42.1       60.6       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                                                        Code-064FKC
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    33,460:    14,455          0      1,095     16,555     31,315     32,105     32,410:     1,355      1,050
Old  :    33,460:    14,455          0      1,095     16,555     31,315     32,105     32,410:     1,355      1,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :     1,865:      -535          0       -100      2,570      2,040      1,935      1,940:       -70        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2        0.0        3.3       49.5       93.6       96.0       96.9:       4.0        3.1
Old  :     100.0:      43.2        0.0        3.3       49.5       93.6       96.0       96.9:       4.0        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          0          3         14         14         18         17:
Old  :        22:         4          0          3         14         14         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       74.1       87.7       87.2       64.3       68.1       78.2       80.1
Old  :                 68.1       74.1       87.7       87.2       64.3       68.1       78.2       80.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                           Code-064FKE
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   102,227:     5,705     11,290      4,730     73,778     68,253     84,213     84,273:    18,014     17,954
Old  :   102,227:     5,705     11,290      4,730     73,778     68,253     84,213     84,273:    18,014     17,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -4,765:       425        305       -605     -4,157     -4,037     -4,337     -4,337:      -428       -428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       11.0        4.6       72.2       66.8       82.4       82.4:      17.6       17.6
Old  :     100.0:       5.6       11.0        4.6       72.2       66.8       82.4       82.4:      17.6       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          3          3         30         26         35         30:
Old  :        38:         3          3          3         30         26         35         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       43.9       52.2       60.9       30.2       31.9       41.2       41.4
Old  :                 36.2       43.9       52.2       60.9       30.2       31.9       41.2       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                          Code-064FKF
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    85,128:     5,010      1,880      9,250     55,378     58,893     69,638     70,023:    15,490     15,105
Old  :    85,128:     5,010      1,880      9,250     55,378     58,893     69,638     70,023:    15,490     15,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -4,250:      -150         55       -415     -3,595     -3,800     -4,160     -4,160:       -90        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        2.2       10.9       65.1       69.2       81.8       82.3:      18.2       17.7
Old  :     100.0:       5.9        2.2       10.9       65.1       69.2       81.8       82.3:      18.2       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          3          2         20         23         24         26:
Old  :        31:         2          3          2         20         23         24         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       46.0       64.9       64.8       31.1       34.5       42.4       42.1
Old  :                 46.3       46.0       64.9       64.8       31.1       34.5       42.4       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 09, 2019