ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                     Code-064AAA
Commitments of Traders - Futures Only, September 10, 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  :    53,295:         0        763      1,615     43,440     42,717     45,055     45,095:     8,240      8,200
Old  :    53,295:         0        763      1,615     43,440     42,717     45,055     45,095:     8,240      8,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       679:         0        -60        -65        699        749        634        624:        45         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.4        3.0       81.5       80.2       84.5       84.6:      15.5       15.4
Old  :     100.0:       0.0        1.4        3.0       81.5       80.2       84.5       84.6:      15.5       15.4
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  :        27:         0          1          1         19         21         20         22:
Old  :        27:         0          1          1         19         21         20         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  :                 68.7       50.3       80.2       69.3       60.7       49.3       67.2       64.2
Old  :                 68.7       50.3       80.2       69.3       60.7       49.3       67.2       64.2
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, September 10, 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  :    46,300:         0      2,265        625     38,980     36,740     39,605     39,630:     6,695      6,670
Old  :    46,300:         0      2,265        625     38,980     36,740     39,605     39,630:     6,695      6,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       825:         0          0          0        816        772        816        772:         9         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.9        1.3       84.2       79.4       85.5       85.6:      14.5       14.4
Old  :     100.0:       0.0        4.9        1.3       84.2       79.4       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  :        24:         0          1          1         15         20         16         21:
Old  :        24:         0          1          1         15         20         16         21:
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  :                 71.9       48.2       81.5       68.0       64.8       47.2       69.2       64.4
Old  :                 71.9       48.2       81.5       68.0       64.8       47.2       69.2       64.4
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, September 10, 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  :    26,924:     2,360      2,015        195     21,440     21,685     23,995     23,895:     2,929      3,029
Old  :    26,924:     2,360      2,015        195     21,440     21,685     23,995     23,895:     2,929      3,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,026:       430        310       -420     -1,060       -810     -1,050       -920:        24       -106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        7.5        0.7       79.6       80.5       89.1       88.7:      10.9       11.3
Old  :     100.0:       8.8        7.5        0.7       79.6       80.5       89.1       88.7:      10.9       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  :        22:         3          2          2         13         14         17         17:
Old  :        22:         3          2          2         13         14         17         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  :                 73.1       52.6       83.3       76.2       66.7       50.4       69.7       66.8
Old  :                 73.1       52.6       83.3       76.2       66.7       50.4       69.7       66.8
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, September 10, 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  :    22,525:     2,230      1,435        295     18,100     18,715     20,625     20,445:     1,900      2,080
Old  :    22,525:     2,230      1,435        295     18,100     18,715     20,625     20,445:     1,900      2,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :      -420:       275        205       -205       -585       -515       -515       -515:        95         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        6.4        1.3       80.4       83.1       91.6       90.8:       8.4        9.2
Old  :     100.0:       9.9        6.4        1.3       80.4       83.1       91.6       90.8:       8.4        9.2
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  :        21:         3          2          2          9         15         14         17:
Old  :        21:         3          2          2          9         15         14         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  :                 78.0       50.7       88.3       76.3       65.4       50.2       68.1       64.6
Old  :                 78.0       50.7       88.3       76.3       65.4       50.2       68.1       64.6
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, September 10, 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  :    39,411:    12,350      1,360      3,170     21,299     32,564     36,819     37,094:     2,592      2,317
Old  :    39,411:    12,350      1,360      3,170     21,299     32,564     36,819     37,094:     2,592      2,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :        55:      -340         60         40        345          5         45        105:        10        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        3.5        8.0       54.0       82.6       93.4       94.1:       6.6        5.9
Old  :     100.0:      31.3        3.5        8.0       54.0       82.6       93.4       94.1:       6.6        5.9
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:         2          1          2         13         20         15         23:
Old  :        23:         2          1          2         13         20         15         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  :                 61.1       74.1       79.0       83.6       50.9       65.2       62.8       69.8
Old  :                 61.1       74.1       79.0       83.6       50.9       65.2       62.8       69.8
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, September 10, 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  :    84,582:     8,880      2,120      6,035     56,090     62,497     71,005     70,652:    13,577     13,930
Old  :    84,582:     8,880      2,120      6,035     56,090     62,497     71,005     70,652:    13,577     13,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     2,425:    -2,185         85        750      4,142      1,890      2,707      2,725:      -282       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        2.5        7.1       66.3       73.9       83.9       83.5:      16.1       16.5
Old  :     100.0:      10.5        2.5        7.1       66.3       73.9       83.9       83.5:      16.1       16.5
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  :        29:         2          3          3         16         22         19         27:
Old  :        29:         2          3          3         16         22         19         27:
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  :                 61.2       43.3       77.7       60.2       53.2       43.1       63.0       54.5
Old  :                 61.2       43.3       77.7       60.2       53.2       43.1       63.0       54.5
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, September 10, 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  :    78,727:     5,735      1,555      5,615     54,736     58,335     66,086     65,505:    12,641     13,222
Old  :    78,727:     5,735      1,555      5,615     54,736     58,335     66,086     65,505:    12,641     13,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     1,984:    -1,790        -40        675      3,214      1,299      2,099      1,934:      -115         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        2.0        7.1       69.5       74.1       83.9       83.2:      16.1       16.8
Old  :     100.0:       7.3        2.0        7.1       69.5       74.1       83.9       83.2:      16.1       16.8
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  :        27:         2          2          3         15         21         18         25:
Old  :        27:         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  :                 61.6       44.9       75.7       61.1       53.6       43.0       59.8       54.1
Old  :                 61.6       44.9       75.7       61.1       53.6       43.0       59.8       54.1
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, September 10, 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  :    22,059:     2,440      8,190      1,105     15,042      9,887     18,587     19,182:     3,472      2,877
Old  :    22,059:     2,440      8,190      1,105     15,042      9,887     18,587     19,182:     3,472      2,877
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,971:       -20         60       -780       -910     -1,010     -1,710     -1,730:      -261       -241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       37.1        5.0       68.2       44.8       84.3       87.0:      15.7       13.0
Old  :     100.0:      11.1       37.1        5.0       68.2       44.8       84.3       87.0:      15.7       13.0
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  :        27:         3          4          3         17         10         22         15:
Old  :        27:         3          4          3         17         10         22         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  :                 40.8       60.0       63.6       81.8       37.7       52.7       57.6       67.3
Old  :                 40.8       60.0       63.6       81.8       37.7       52.7       57.6       67.3
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, September 10, 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  :    21,469:     2,670      7,640      1,550     13,629      9,434     17,849     18,624:     3,620      2,845
Old  :    21,469:     2,670      7,640      1,550     13,629      9,434     17,849     18,624:     3,620      2,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,656:      -195        -35       -630       -655       -825     -1,480     -1,490:      -176       -166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       35.6        7.2       63.5       43.9       83.1       86.7:      16.9       13.3
Old  :     100.0:      12.4       35.6        7.2       63.5       43.9       83.1       86.7:      16.9       13.3
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  :        25:         3          4          3         16          9         21         14:
Old  :        25:         3          4          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  :                 40.5       59.5       64.6       81.9       37.3       57.1       58.8       66.5
Old  :                 40.5       59.5       64.6       81.9       37.3       57.1       58.8       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                                                                  Code-064EJI
Commitments of Traders - Futures Only, September 10, 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  :    26,822:     9,215      5,580        495     13,631     17,631     23,341     23,706:     3,481      3,116
Old  :    26,822:     9,215      5,580        495     13,631     17,631     23,341     23,706:     3,481      3,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,097:      -250       -620         85       -891       -531     -1,056     -1,066:       -41        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       20.8        1.8       50.8       65.7       87.0       88.4:      13.0       11.6
Old  :     100.0:      34.4       20.8        1.8       50.8       65.7       87.0       88.4:      13.0       11.6
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  :        21:         2          3          3         14          7         18         11:
Old  :        21:         2          3          3         14          7         18         11:
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  :                 69.2       74.7       82.1       87.2       67.9       72.5       79.7       82.1
Old  :                 69.2       74.7       82.1       87.2       67.9       72.5       79.7       82.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                                                                 Code-064EJJ
Commitments of Traders - Futures Only, September 10, 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  :    25,874:     9,225      5,060        495     12,710     17,595     22,430     23,150:     3,444      2,724
Old  :    25,874:     9,225      5,060        495     12,710     17,595     22,430     23,150:     3,444      2,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       19.6        1.9       49.1       68.0       86.7       89.5:      13.3       10.5
Old  :     100.0:      35.7       19.6        1.9       49.1       68.0       86.7       89.5:      13.3       10.5
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  :        20:         2          3          3         13          6         17         10:
Old  :        20:         2          3          3         13          6         17         10:
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  :                 69.5       75.9       82.7       88.8       68.1       73.7       80.0       83.2
Old  :                 69.5       75.9       82.7       88.8       68.1       73.7       80.0       83.2
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, September 10, 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  :    48,322:    23,970          0          0     19,391     43,234     43,361     43,234:     4,961      5,088
Old  :    48,322:    23,970          0          0     19,391     43,234     43,361     43,234:     4,961      5,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,125:    -2,135          0          0      1,050     -1,088     -1,085     -1,088:       -40        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.6        0.0        0.0       40.1       89.5       89.7       89.5:      10.3       10.5
Old  :     100.0:      49.6        0.0        0.0       40.1       89.5       89.7       89.5:      10.3       10.5
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  :        23:         4          0          0         13         15         17         15:
Old  :        23:         4          0          0         13         15         17         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  :                 60.9       78.6       83.3       86.8       60.2       78.6       79.9       84.3
Old  :                 60.9       78.6       83.3       86.8       60.2       78.6       79.9       84.3
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, September 10, 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  :    49,199:    23,795          0          0     20,141     43,687     43,936     43,687:     5,263      5,512
Old  :    49,199:    23,795          0          0     20,141     43,687     43,936     43,687:     5,263      5,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :      -581:    -1,785          0          0      1,300       -490       -485       -490:       -96        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.4        0.0        0.0       40.9       88.8       89.3       88.8:      10.7       11.2
Old  :     100.0:      48.4        0.0        0.0       40.9       88.8       89.3       88.8:      10.7       11.2
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          0          0         12         15         16         15:
Old  :        22:         4          0          0         12         15         16         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  :                 58.7       81.0       84.4       86.9       58.0       80.8       82.9       85.9
Old  :                 58.7       81.0       84.4       86.9       58.0       80.8       82.9       85.9
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, September 10, 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  :    54,195:    24,485        225      1,530     24,655     49,105     50,670     50,860:     3,525      3,335
Old  :    54,195:    24,485        225      1,530     24,655     49,105     50,670     50,860:     3,525      3,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -2,295:      -930       -175       -235     -1,075     -1,640     -2,240     -2,050:       -55       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2        0.4        2.8       45.5       90.6       93.5       93.8:       6.5        6.2
Old  :     100.0:      45.2        0.4        2.8       45.5       90.6       93.5       93.8:       6.5        6.2
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  :        32:         9          1          3         17         13         27         16:
Old  :        32:         9          1          3         17         13         27         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  :                 53.2       79.5       76.1       89.6       50.7       78.6       71.1       82.3
Old  :                 53.2       79.5       76.1       89.6       50.7       78.6       71.1       82.3
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, September 10, 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  :    53,935:    24,020         25      1,930     24,435     48,630     50,385     50,585:     3,550      3,350
Old  :    53,935:    24,020         25      1,930     24,435     48,630     50,385     50,585:     3,550      3,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,960:      -725       -125       -285       -880     -1,290     -1,890     -1,700:       -70       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.5        0.0        3.6       45.3       90.2       93.4       93.8:       6.6        6.2
Old  :     100.0:      44.5        0.0        3.6       45.3       90.2       93.4       93.8:       6.6        6.2
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:         8          1          3         17         12         26         15:
Old  :        30:         8          1          3         17         12         26         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  :                 53.5       78.3       76.0       89.6       50.4       77.6       70.4       81.5
Old  :                 53.5       78.3       76.0       89.6       50.4       77.6       70.4       81.5
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, September 10, 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  :    15,425:     1,505      5,865        535     11,880      7,940     13,920     14,340:     1,505      1,085
Old  :    15,425:     1,505      5,865        535     11,880      7,940     13,920     14,340:     1,505      1,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,020:      -290       -340          0       -595       -565       -885       -905:      -135       -115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       38.0        3.5       77.0       51.5       90.2       93.0:       9.8        7.0
Old  :     100.0:       9.8       38.0        3.5       77.0       51.5       90.2       93.0:       9.8        7.0
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  :        21:         1          4          2         14          8         16         13:
Old  :        21:         1          4          2         14          8         16         13:
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  :                 55.1       60.1       80.0       86.1       49.5       60.1       69.8       76.9
Old  :                 55.1       60.1       80.0       86.1       49.5       60.1       69.8       76.9
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, September 10, 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  :    14,880:     1,830      5,990        415     10,920      7,440     13,165     13,845:     1,715      1,035
Old  :    14,880:     1,830      5,990        415     10,920      7,440     13,165     13,845:     1,715      1,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,100:      -365       -515          0     -1,145       -465     -1,510       -980:       410       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       40.3        2.8       73.4       50.0       88.5       93.0:      11.5        7.0
Old  :     100.0:      12.3       40.3        2.8       73.4       50.0       88.5       93.0:      11.5        7.0
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  :        20:         1          4          2         12          8         14         13:
Old  :        20:         1          4          2         12          8         14         13:
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  :                 56.5       63.2       81.9       86.5       51.1       63.2       70.5       80.2
Old  :                 56.5       63.2       81.9       86.5       51.1       63.2       70.5       80.2
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, September 10, 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  :    63,810:    22,740     23,695      1,490     34,860     34,040     59,090     59,225:     4,720      4,585
Old  :    63,810:    22,740     23,695      1,490     34,860     34,040     59,090     59,225:     4,720      4,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,215:      -925        460       -685     -1,565     -2,965     -3,175     -3,190:       -40        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       37.1        2.3       54.6       53.3       92.6       92.8:       7.4        7.2
Old  :     100.0:      35.6       37.1        2.3       54.6       53.3       92.6       92.8:       7.4        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  :        31:         7          3          5         17         14         27         19:
Old  :        31:         7          3          5         17         14         27         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  :                 59.6       71.3       73.3       86.2       58.6       70.2       72.1       80.8
Old  :                 59.6       71.3       73.3       86.2       58.6       70.2       72.1       80.8
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, September 10, 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  :    62,005:    20,130     23,695      1,725     34,865     31,925     56,720     57,345:     5,285      4,660
Old  :    62,005:    20,130     23,695      1,725     34,865     31,925     56,720     57,345:     5,285      4,660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,185:      -905        585       -965     -1,125     -2,650     -2,995     -3,030:      -190       -155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       38.2        2.8       56.2       51.5       91.5       92.5:       8.5        7.5
Old  :     100.0:      32.5       38.2        2.8       56.2       51.5       91.5       92.5:       8.5        7.5
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  :        30:         7          3          5         16         15         26         20:
Old  :        30:         7          3          5         16         15         26         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  :                 58.3       71.2       73.0       86.3       57.0       70.0       69.8       81.8
Old  :                 58.3       71.2       73.0       86.3       57.0       70.0       69.8       81.8
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, September 10, 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  :    54,743:    14,870     15,180      1,680     35,852     36,107     52,402     52,967:     2,341      1,776
Old  :    54,743:    14,870     15,180      1,680     35,852     36,107     52,402     52,967:     2,341      1,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,073:    -1,430       -770        -60     -1,397     -1,662     -2,887     -2,492:      -186       -581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       27.7        3.1       65.5       66.0       95.7       96.8:       4.3        3.2
Old  :     100.0:      27.2       27.7        3.1       65.5       66.0       95.7       96.8:       4.3        3.2
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:         3          2          3         20         10         25         14:
Old  :        28:         3          2          3         20         10         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  :                 56.9       76.9       77.7       93.2       54.2       72.8       73.5       82.4
Old  :                 56.9       76.9       77.7       93.2       54.2       72.8       73.5       82.4
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, September 10, 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  :    44,674:    10,145     11,105      1,920     31,460     30,785     43,525     43,810:     1,149        864
Old  :    44,674:    10,145     11,105      1,920     31,460     30,785     43,525     43,810:     1,149        864
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -2,763:    -1,180       -390       -200       -959     -1,769     -2,339     -2,359:      -424       -404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       24.9        4.3       70.4       68.9       97.4       98.1:       2.6        1.9
Old  :     100.0:      22.7       24.9        4.3       70.4       68.9       97.4       98.1:       2.6        1.9
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  :        29:         4          2          3         20         11         26         15:
Old  :        29:         4          2          3         20         11         26         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  :                 60.9       72.6       78.6       93.6       57.6       68.1       73.4       82.0
Old  :                 60.9       72.6       78.6       93.6       57.6       68.1       73.4       82.0
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, September 10, 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  :   149,506:     3,499     26,485      6,550    120,810     97,824    130,859    130,859:    18,647     18,647
Old  :   149,506:     3,499     26,485      6,550    120,810     97,824    130,859    130,859:    18,647     18,647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -6,265:       845     -2,470     -1,390     -4,446     -1,131     -4,991     -4,991:    -1,274     -1,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       17.7        4.4       80.8       65.4       87.5       87.5:      12.5       12.5
Old  :     100.0:       2.3       17.7        4.4       80.8       65.4       87.5       87.5:      12.5       12.5
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  :        43:         2          8          3         26         30         29         40:
Old  :        43:         2          8          3         26         30         29         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  :                 64.5       38.0       75.9       55.6       61.7       36.0       67.7       53.1
Old  :                 64.5       38.0       75.9       55.6       61.7       36.0       67.7       53.1
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, September 10, 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  :   135,196:     4,894     25,670      5,975    109,823     89,047    120,692    120,692:    14,504     14,504
Old  :   135,196:     4,894     25,670      5,975    109,823     89,047    120,692    120,692:    14,504     14,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -5,908:       665     -2,625       -745     -4,915     -1,625     -4,995     -4,995:      -913       -913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       19.0        4.4       81.2       65.9       89.3       89.3:      10.7       10.7
Old  :     100.0:       3.6       19.0        4.4       81.2       65.9       89.3       89.3:      10.7       10.7
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  :        41:         2          7          3         23         27         26         36:
Old  :        41:         2          7          3         23         27         26         36:
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  :                 64.0       40.2       78.7       58.5       58.6       38.4       68.6       56.5
Old  :                 64.0       40.2       78.7       58.5       58.6       38.4       68.6       56.5
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, September 10, 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  :    41,805:     1,205      6,945      2,125     34,900     29,585     38,230     38,655:     3,575      3,150
Old  :    41,805:     1,205      6,945      2,125     34,900     29,585     38,230     38,655:     3,575      3,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :      -235:       -65        675       -155       -105       -485       -325         35:        90       -270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       16.6        5.1       83.5       70.8       91.4       92.5:       8.6        7.5
Old  :     100.0:       2.9       16.6        5.1       83.5       70.8       91.4       92.5:       8.6        7.5
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  :        26:         3          2          2         17         15         20         19:
Old  :        26:         3          2          2         17         15         20         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  :                 61.2       53.5       78.5       74.9       60.4       52.1       71.9       67.8
Old  :                 61.2       53.5       78.5       74.9       60.4       52.1       71.9       67.8
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, September 10, 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  :    38,645:       965      5,620      3,475     31,025     26,830     35,465     35,925:     3,180      2,720
Old  :    38,645:       965      5,620      3,475     31,025     26,830     35,465     35,925:     3,180      2,720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       595:       145        200       -225        605        900        525        875:        70       -280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       14.5        9.0       80.3       69.4       91.8       93.0:       8.2        7.0
Old  :     100.0:       2.5       14.5        9.0       80.3       69.4       91.8       93.0:       8.2        7.0
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  :        25:         3          1          2         17         19         20         22:
Old  :        25:         3          1          2         17         19         20         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  :                 59.0       50.3       74.8       72.1       53.2       46.8       59.1       59.0
Old  :                 59.0       50.3       74.8       72.1       53.2       46.8       59.1       59.0
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, September 10, 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  :    32,280:    13,715         75        890     16,030     30,010     30,635     30,975:     1,645      1,305
Old  :    32,280:    13,715         75        890     16,030     30,010     30,635     30,975:     1,645      1,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,295:      -790         75       -175       -210     -1,070     -1,175     -1,170:      -120       -125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5        0.2        2.8       49.7       93.0       94.9       96.0:       5.1        4.0
Old  :     100.0:      42.5        0.2        2.8       49.7       93.0       94.9       96.0:       5.1        4.0
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  :        23:         4          1          3         13         14         17         18:
Old  :        23:         4          1          3         13         14         17         18:
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  :                 65.8       74.3       84.8       87.1       62.9       65.6       75.4       77.0
Old  :                 65.8       74.3       84.8       87.1       62.9       65.6       75.4       77.0
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, September 10, 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  :   104,115:     7,335      9,285      5,400     73,846     71,956     86,581     86,641:    17,534     17,474
Old  :   104,115:     7,335      9,285      5,400     73,846     71,956     86,581     86,641:    17,534     17,474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,797:     1,005       -580       -715     -2,732     -1,147     -2,442     -2,442:    -1,355     -1,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        8.9        5.2       70.9       69.1       83.2       83.2:      16.8       16.8
Old  :     100.0:       7.0        8.9        5.2       70.9       69.1       83.2       83.2:      16.8       16.8
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  :        38:         3          3          4         29         28         35         32:
Old  :        38:         3          3          4         29         28         35         32:
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  :                 36.6       44.9       54.3       62.6       31.3       33.4       41.1       43.3
Old  :                 36.6       44.9       54.3       62.6       31.3       33.4       41.1       43.3
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, September 10, 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  :    86,089:     5,560      1,255      9,725     56,324     60,834     71,609     71,814:    14,480     14,275
Old  :    86,089:     5,560      1,255      9,725     56,324     60,834     71,609     71,814:    14,480     14,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,013:      -675        290       -275     -1,083     -2,428     -2,033     -2,413:      -980       -600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        1.5       11.3       65.4       70.7       83.2       83.4:      16.8       16.6
Old  :     100.0:       6.5        1.5       11.3       65.4       70.7       83.2       83.4:      16.8       16.6
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  :        34:         2          3          2         25         25         29         28:
Old  :        34:         2          3          2         25         25         29         28:
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  :                 46.5       47.4       65.2       66.2       32.4       35.1       41.4       43.2
Old  :                 46.5       47.4       65.2       66.2       32.4       35.1       41.4       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 13, 2019