ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                     Code-064AAA
Commitments of Traders - Futures Only, October 08, 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  :    56,107:         0        168      1,845     46,482     46,074     48,327     48,087:     7,780      8,020
Old  :    56,107:         0        168      1,845     46,482     46,074     48,327     48,087:     7,780      8,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :        57:         0        -45       -270        262         67         -8       -248:        65        305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.3        3.3       82.8       82.1       86.1       85.7:      13.9       14.3
Old  :     100.0:       0.0        0.3        3.3       82.8       82.1       86.1       85.7:      13.9       14.3
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  :        26:         0          2          1         19         19         20         21:
Old  :        26:         0          2          1         19         19         20         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  :                 70.4       54.8       81.0       72.4       63.4       54.2       69.0       66.4
Old  :                 70.4       54.8       81.0       72.4       63.4       54.2       69.0       66.4
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, October 08, 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  :    46,918:         0      2,225        345     40,105     37,880     40,450     40,450:     6,468      6,468
Old  :    46,918:         0      2,225        345     40,105     37,880     40,450     40,450:     6,468      6,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :       -12:         0        135       -205        148         15        -57        -55:        45         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.7        0.7       85.5       80.7       86.2       86.2:      13.8       13.8
Old  :     100.0:       0.0        4.7        0.7       85.5       80.7       86.2       86.2:      13.8       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          1          1         15         20         16         21:
Old  :        25:         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  :                 73.2       51.5       81.2       70.3       68.0       50.7       70.5       64.8
Old  :                 73.2       51.5       81.2       70.3       68.0       50.7       70.5       64.8
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, October 08, 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  :    26,040:     2,335      2,160         75     20,967     20,937     23,377     23,172:     2,663      2,868
Old  :    26,040:     2,335      2,160         75     20,967     20,937     23,377     23,172:     2,663      2,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -1,021:       -25          5       -100     -1,115     -1,345     -1,240     -1,440:       219        419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        8.3        0.3       80.5       80.4       89.8       89.0:      10.2       11.0
Old  :     100.0:       9.0        8.3        0.3       80.5       80.4       89.8       89.0:      10.2       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          2          1         11         14         14         17:
Old  :        22:         3          2          1         11         14         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  :                 72.3       50.8       85.3       74.0       66.2       48.4       72.1       67.5
Old  :                 72.3       50.8       85.3       74.0       66.2       48.4       72.1       67.5
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, October 08, 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  :    22,305:     2,180      1,680        140     18,165     18,625     20,485     20,445:     1,820      1,860
Old  :    22,305:     2,180      1,680        140     18,165     18,625     20,485     20,445:     1,820      1,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -520:       -50        105       -105       -565       -635       -720       -635:       200        115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        7.5        0.6       81.4       83.5       91.8       91.7:       8.2        8.3
Old  :     100.0:       9.8        7.5        0.6       81.4       83.5       91.8       91.7:       8.2        8.3
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  :        23:         3          2          2         10         17         15         19:
Old  :        23:         3          2          2         10         17         15         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.4       49.9       88.2       73.5       64.2       49.9       68.3       64.7
Old  :                 75.4       49.9       88.2       73.5       64.2       49.9       68.3       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                                                              Code-064CXO
Commitments of Traders - Futures Only, October 08, 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  :    39,995:    11,235      1,035      3,160     22,446     33,041     36,841     37,236:     3,154      2,759
Old  :    39,995:    11,235      1,035      3,160     22,446     33,041     36,841     37,236:     3,154      2,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :       425:       150        -25       -235        670        845        585        585:      -160       -160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        2.6        7.9       56.1       82.6       92.1       93.1:       7.9        6.9
Old  :     100.0:      28.1        2.6        7.9       56.1       82.6       92.1       93.1:       7.9        6.9
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  :        24:         2          1          2         15         21         17         24:
Old  :        24:         2          1          2         15         21         17         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       71.1       76.1       81.2       47.7       57.6       57.1       63.0
Old  :                 58.8       71.1       76.1       81.2       47.7       57.6       57.1       63.0
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, October 08, 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  :    90,403:    11,920      2,660      3,385     58,236     66,933     73,541     72,978:    16,862     17,425
Old  :    90,403:    11,920      2,660      3,385     58,236     66,933     73,541     72,978:    16,862     17,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -364:      -360        140       -535        201       -449       -694       -844:       330        480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        2.9        3.7       64.4       74.0       81.3       80.7:      18.7       19.3
Old  :     100.0:      13.2        2.9        3.7       64.4       74.0       81.3       80.7:      18.7       19.3
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  :        29:         2          4          3         17         21         20         27:
Old  :        29:         2          4          3         17         21         20         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  :                 54.2       42.8       74.0       59.1       47.4       42.5       61.4       54.8
Old  :                 54.2       42.8       74.0       59.1       47.4       42.5       61.4       54.8
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, October 08, 2019                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    85,046:     9,455      1,960      3,310     56,370     63,264     69,135     68,534:    15,911     16,512
Old  :    85,046:     9,455      1,960      3,310     56,370     63,264     69,135     68,534:    15,911     16,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -636:       170        155       -870       -286       -231       -986       -946:       350        310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        2.3        3.9       66.3       74.4       81.3       80.6:      18.7       19.4
Old  :     100.0:      11.1        2.3        3.9       66.3       74.4       81.3       80.6:      18.7       19.4
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  :        28:         2          3          3         18         21         21         26:
Old  :        28:         2          3          3         18         21         21         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.6       44.5       72.7       60.4       49.6       42.2       58.5       54.0
Old  :                 56.6       44.5       72.7       60.4       49.6       42.2       58.5       54.0
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, October 08, 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  :    21,237:     2,670      6,895        825     13,443     10,283     16,938     18,003:     4,299      3,234
Old  :    21,237:     2,670      6,895        825     13,443     10,283     16,938     18,003:     4,299      3,234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -1,921:       -20     -1,195         -5     -2,191       -556     -2,216     -1,756:       295       -165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       32.5        3.9       63.3       48.4       79.8       84.8:      20.2       15.2
Old  :     100.0:      12.6       32.5        3.9       63.3       48.4       79.8       84.8:      20.2       15.2
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  :        24:         3          4          3         15         10         20         15:
Old  :        24:         3          4          3         15         10         20         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  :                 34.8       56.3       57.1       79.5       32.7       49.1       52.4       67.8
Old  :                 34.8       56.3       57.1       79.5       32.7       49.1       52.4       67.8
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, October 08, 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  :    21,932:     4,025      7,400      1,000     12,675     10,565     17,700     18,965:     4,232      2,967
Old  :    21,932:     4,025      7,400      1,000     12,675     10,565     17,700     18,965:     4,232      2,967
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -1,706:       220       -875       -270     -1,961       -386     -2,011     -1,531:       305       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       33.7        4.6       57.8       48.2       80.7       86.5:      19.3       13.5
Old  :     100.0:      18.4       33.7        4.6       57.8       48.2       80.7       86.5:      19.3       13.5
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          3          3         14         10         19         15:
Old  :        23:         4          3          3         14         10         19         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  :                 35.6       63.1       59.9       81.2       31.8       58.9       53.0       70.4
Old  :                 35.6       63.1       59.9       81.2       31.8       58.9       53.0       70.4
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, October 08, 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  :    26,563:     9,540      5,675        475     13,112     17,332     23,127     23,482:     3,436      3,081
Old  :    26,563:     9,540      5,675        475     13,112     17,332     23,127     23,482:     3,436      3,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -954:      -275        -55        -20       -544       -774       -839       -849:      -115       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       21.4        1.8       49.4       65.2       87.1       88.4:      12.9       11.6
Old  :     100.0:      35.9       21.4        1.8       49.4       65.2       87.1       88.4:      12.9       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  :        20:         1          3          3         14          7         17         11:
Old  :        20:         1          3          3         14          7         17         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  :                 69.6       74.7       82.7       87.2       68.2       71.8       79.4       81.4
Old  :                 69.6       74.7       82.7       87.2       68.2       71.8       79.4       81.4
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, October 08, 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  :    25,786:     9,590      5,210        475     12,713     17,443     22,778     23,128:     3,008      2,658
Old  :    25,786:     9,590      5,210        475     12,713     17,443     22,778     23,128:     3,008      2,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -833:      -285          0        -20       -352       -647       -657       -667:      -176       -166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       20.2        1.8       49.3       67.6       88.3       89.7:      11.7       10.3
Old  :     100.0:      37.2       20.2        1.8       49.3       67.6       88.3       89.7:      11.7       10.3
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  :        20:         2          3          3         13          7         17         11:
Old  :        20:         2          3          3         13          7         17         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  :                 69.7       75.7       83.3       88.6       68.4       72.4       79.9       82.3
Old  :                 69.7       75.7       83.3       88.6       68.4       72.4       79.9       82.3
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, October 08, 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  :    48,698:    23,550          0          0     21,096     44,499     44,646     44,499:     4,052      4,199
Old  :    48,698:    23,550          0          0     21,096     44,499     44,646     44,499:     4,052      4,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -3,029:    -1,620          0          0     -1,020     -2,640     -2,640     -2,640:      -389       -389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.4        0.0        0.0       43.3       91.4       91.7       91.4:       8.3        8.6
Old  :     100.0:      48.4        0.0        0.0       43.3       91.4       91.7       91.4:       8.3        8.6
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  :        23:         4          0          0         14         15         18         15:
Old  :        23:         4          0          0         14         15         18         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  :                 62.4       81.4       84.7       88.6       61.7       81.3       81.7       86.9
Old  :                 62.4       81.4       84.7       88.6       61.7       81.3       81.7       86.9
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, October 08, 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  :    49,504:    23,100          0          0     22,096     44,942     45,196     44,942:     4,308      4,562
Old  :    49,504:    23,100          0          0     22,096     44,942     45,196     44,942:     4,308      4,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -2,740:    -1,595          0          0       -715     -2,315     -2,310     -2,315:      -430       -425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.7        0.0        0.0       44.6       90.8       91.3       90.8:       8.7        9.2
Old  :     100.0:      46.7        0.0        0.0       44.6       90.8       91.3       90.8:       8.7        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          0          0         12         14         15         14:
Old  :        21:         3          0          0         12         14         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.0       83.6       85.7       88.9       59.4       83.5       84.0       88.0
Old  :                 60.0       83.6       85.7       88.9       59.4       83.5       84.0       88.0
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, October 08, 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  :    63,090:    32,130          0      1,555     25,700     58,010     59,385     59,565:     3,705      3,525
Old  :    63,090:    32,130          0      1,555     25,700     58,010     59,385     59,565:     3,705      3,525
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -3,200:    -1,735        -75        -75       -990     -2,660     -2,800     -2,810:      -400       -390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.9        0.0        2.5       40.7       91.9       94.1       94.4:       5.9        5.6
Old  :     100.0:      50.9        0.0        2.5       40.7       91.9       94.1       94.4:       5.9        5.6
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  :        33:         9          0          3         20         14         29         17:
Old  :        33:         9          0          3         20         14         29         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  :                 57.9       77.2       78.4       89.1       55.9       76.1       73.8       84.2
Old  :                 57.9       77.2       78.4       89.1       55.9       76.1       73.8       84.2
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, October 08, 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  :    62,430:    31,730          0      1,755     25,280     57,190     58,765     58,945:     3,665      3,485
Old  :    62,430:    31,730          0      1,755     25,280     57,190     58,765     58,945:     3,665      3,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -3,460:    -1,795          0       -150     -1,020     -2,835     -2,965     -2,985:      -495       -475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.8        0.0        2.8       40.5       91.6       94.1       94.4:       5.9        5.6
Old  :     100.0:      50.8        0.0        2.8       40.5       91.6       94.1       94.4:       5.9        5.6
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  :        32:         8          0          3         20         13         28         16:
Old  :        32:         8          0          3         20         13         28         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  :                 58.1       76.4       78.6       89.3       55.6       75.5       74.1       83.6
Old  :                 58.1       76.4       78.6       89.3       55.6       75.5       74.1       83.6
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, October 08, 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  :    15,590:     1,840      5,950        520     11,395      7,610     13,755     14,080:     1,835      1,510
Old  :    15,590:     1,840      5,950        520     11,395      7,610     13,755     14,080:     1,835      1,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -100:       435       -190        -15       -400        205         20          0:      -120       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       38.2        3.3       73.1       48.8       88.2       90.3:      11.8        9.7
Old  :     100.0:      11.8       38.2        3.3       73.1       48.8       88.2       90.3:      11.8        9.7
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  :        21:         2          5          1         12          7         14         13:
Old  :        21:         2          5          1         12          7         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  :                 55.5       57.0       78.0       82.8       48.9       56.8       64.1       71.5
Old  :                 55.5       57.0       78.0       82.8       48.9       56.8       64.1       71.5
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, October 08, 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  :    14,995:     2,290      5,950        400     10,355      7,205     13,045     13,555:     1,950      1,440
Old  :    14,995:     2,290      5,950        400     10,355      7,205     13,045     13,555:     1,950      1,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -150:       410       -315        -15       -390        300          5        -30:      -155       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       39.7        2.7       69.1       48.0       87.0       90.4:      13.0        9.6
Old  :     100.0:      15.3       39.7        2.7       69.1       48.0       87.0       90.4:      13.0        9.6
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  :        20:         2          5          1         11          7         13         13:
Old  :        20:         2          5          1         11          7         13         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  :                 56.9       59.3       80.2       83.7       51.4       59.1       66.3       74.3
Old  :                 56.9       59.3       80.2       83.7       51.4       59.1       66.3       74.3
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, October 08, 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  :    62,450:    19,065     20,105      1,830     37,210     36,290     58,105     58,225:     4,345      4,225
Old  :    62,450:    19,065     20,105      1,830     37,210     36,290     58,105     58,225:     4,345      4,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -1,715:      -160       -665        -35     -1,355       -865     -1,550     -1,565:      -165       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       32.2        2.9       59.6       58.1       93.0       93.2:       7.0        6.8
Old  :     100.0:      30.5       32.2        2.9       59.6       58.1       93.0       93.2:       7.0        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8          2          5         15         14         25         19:
Old  :        31:         8          2          5         15         14         25         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  :                 57.5       66.5       72.4       85.2       56.7       64.9       71.2       78.9
Old  :                 57.5       66.5       72.4       85.2       56.7       64.9       71.2       78.9
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, October 08, 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  :    59,585:    16,275     20,105      2,015     36,925     33,215     55,215     55,335:     4,370      4,250
Old  :    59,585:    16,275     20,105      2,015     36,925     33,215     55,215     55,335:     4,370      4,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -2,275:      -340       -665        -50     -1,725     -1,405     -2,115     -2,120:      -160       -155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       33.7        3.4       62.0       55.7       92.7       92.9:       7.3        7.1
Old  :     100.0:      27.3       33.7        3.4       62.0       55.7       92.7       92.9:       7.3        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         8          2          4         15         14         25         18:
Old  :        30:         8          2          4         15         14         25         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  :                 56.6       67.6       72.0       84.7       55.3       65.8       68.4       79.5
Old  :                 56.6       67.6       72.0       84.7       55.3       65.8       68.4       79.5
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, October 08, 2019                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    55,708:    14,435     14,570      1,655     37,360     37,570     53,450     53,795:     2,258      1,913
Old  :    55,708:    14,435     14,570      1,655     37,360     37,570     53,450     53,795:     2,258      1,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -1,485:      -755       -920        -10       -677       -527     -1,442     -1,457:       -43        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       26.2        3.0       67.1       67.4       95.9       96.6:       4.1        3.4
Old  :     100.0:      25.9       26.2        3.0       67.1       67.4       95.9       96.6:       4.1        3.4
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  :        30:         3          3          3         21         12         26         16:
Old  :        30:         3          3          3         21         12         26         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       74.3       77.4       90.2       52.3       70.6       71.6       82.8
Old  :                 55.0       74.3       77.4       90.2       52.3       70.6       71.6       82.8
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, October 08, 2019                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    45,964:     9,060     10,065      2,620     33,034     32,179     44,714     44,864:     1,250      1,100
Old  :    45,964:     9,060     10,065      2,620     33,034     32,179     44,714     44,864:     1,250      1,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -950:      -655       -725        115       -385       -335       -925       -945:       -25         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       21.9        5.7       71.9       70.0       97.3       97.6:       2.7        2.4
Old  :     100.0:      19.7       21.9        5.7       71.9       70.0       97.3       97.6:       2.7        2.4
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  :        31:         4          2          4         22         13         28         18:
Old  :        31:         4          2          4         22         13         28         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  :                 58.4       69.7       76.4       89.6       55.1       64.3       70.0       79.0
Old  :                 58.4       69.7       76.4       89.6       55.1       64.3       70.0       79.0
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, October 08, 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  :   155,819:     1,200     33,381      5,219    129,424     97,243    135,843    135,843:    19,976     19,976
Old  :   155,819:     1,200     33,381      5,219    129,424     97,243    135,843    135,843:    19,976     19,976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -4,600:      -125        630       -325     -5,091     -5,859     -5,541     -5,554:       941        954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8       21.4        3.3       83.1       62.4       87.2       87.2:      12.8       12.8
Old  :     100.0:       0.8       21.4        3.3       83.1       62.4       87.2       87.2:      12.8       12.8
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  :        44:         2          9          4         28         30         33         40:
Old  :        44:         2          9          4         28         30         33         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       38.0       73.5       56.1       60.4       36.2       67.8       50.9
Old  :                 63.8       38.0       73.5       56.1       60.4       36.2       67.8       50.9
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, October 08, 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  :   139,321:     1,050     30,916      7,414    117,259     87,393    125,723    125,723:    13,598     13,598
Old  :   139,321:     1,050     30,916      7,414    117,259     87,393    125,723    125,723:    13,598     13,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -5,150:       -75        325       -480     -4,268     -4,668     -4,823     -4,823:      -327       -327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8       22.2        5.3       84.2       62.7       90.2       90.2:       9.8        9.8
Old  :     100.0:       0.8       22.2        5.3       84.2       62.7       90.2       90.2:       9.8        9.8
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  :        42:         2          8          4         24         29         29         38:
Old  :        42:         2          8          4         24         29         29         38:
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       43.9       77.1       61.9       60.9       42.1       70.5       57.5
Old  :                 64.0       43.9       77.1       61.9       60.9       42.1       70.5       57.5
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, October 08, 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  :    54,585:       320     10,605      2,355     47,030     37,290     49,705     50,250:     4,880      4,335
Old  :    54,585:       320     10,605      2,355     47,030     37,290     49,705     50,250:     4,880      4,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :     5,705:      -490       -190        200      4,770      4,450      4,480      4,460:     1,225      1,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       19.4        4.3       86.2       68.3       91.1       92.1:       8.9        7.9
Old  :     100.0:       0.6       19.4        4.3       86.2       68.3       91.1       92.1:       8.9        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          3          3         17         17         21         21:
Old  :        26:         2          3          3         17         17         21         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  :                 61.5       50.0       78.4       70.5       56.2       48.0       67.4       60.4
Old  :                 61.5       50.0       78.4       70.5       56.2       48.0       67.4       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                       Code-064FKB
Commitments of Traders - Futures Only, October 08, 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  :    47,759:       365      9,800      3,205     40,274     31,289     43,844     44,294:     3,915      3,465
Old  :    47,759:       365      9,800      3,205     40,274     31,289     43,844     44,294:     3,915      3,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :     3,019:      -520        240        -65      2,769      1,979      2,184      2,154:       835        865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8       20.5        6.7       84.3       65.5       91.8       92.7:       8.2        7.3
Old  :     100.0:       0.8       20.5        6.7       84.3       65.5       91.8       92.7:       8.2        7.3
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  :        24:         1          2          3         17         20         20         23:
Old  :        24:         1          2          3         17         20         20         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  :                 56.6       52.0       71.9       73.8       51.3       45.2       61.4       57.4
Old  :                 56.6       52.0       71.9       73.8       51.3       45.2       61.4       57.4
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, October 08, 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  :    38,100:    17,080         75        770     18,785     36,135     36,635     36,980:     1,465      1,120
Old  :    38,100:    17,080         75        770     18,785     36,135     36,635     36,980:     1,465      1,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -295:        90          0       -275       -145        -50       -330       -325:        35         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8        0.2        2.0       49.3       94.8       96.2       97.1:       3.8        2.9
Old  :     100.0:      44.8        0.2        2.0       49.3       94.8       96.2       97.1:       3.8        2.9
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  :        25:         4          1          3         13         18         17         22:
Old  :        25:         4          1          3         13         18         17         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  :                 64.0       71.5       81.2       88.1       62.2       61.3       74.2       77.7
Old  :                 64.0       71.5       81.2       88.1       62.2       61.3       74.2       77.7
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, October 08, 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  :   115,966:     9,290     11,415      4,220     83,649     81,584     97,159     97,219:    18,807     18,747
Old  :   115,966:     9,290     11,415      4,220     83,649     81,584     97,159     97,219:    18,807     18,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -1,514:       225         10       -565     -1,637     -1,422     -1,977     -1,977:       463        463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        9.8        3.6       72.1       70.4       83.8       83.8:      16.2       16.2
Old  :     100.0:       8.0        9.8        3.6       72.1       70.4       83.8       83.8:      16.2       16.2
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  :        38:         4          2          3         29         27         35         30:
Old  :        38:         4          2          3         29         27         35         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       44.4       51.4       62.5       29.6       33.3       39.0       42.1
Old  :                 33.5       44.4       51.4       62.5       29.6       33.3       39.0       42.1
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, October 08, 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  :    91,230:     7,080      3,865      8,780     61,740     65,100     77,600     77,745:    13,630     13,485
Old  :    91,230:     7,080      3,865      8,780     61,740     65,100     77,600     77,745:    13,630     13,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -1,544:       275        340       -920       -954     -1,029     -1,599     -1,609:        55         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        4.2        9.6       67.7       71.4       85.1       85.2:      14.9       14.8
Old  :     100.0:       7.8        4.2        9.6       67.7       71.4       85.1       85.2:      14.9       14.8
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  :        33:         1          2          3         26         26         30         29:
Old  :        33:         1          2          3         26         26         30         29:
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  :                 45.1       47.9       66.1       66.4       35.7       34.3       44.0       42.9
Old  :                 45.1       47.9       66.1       66.4       35.7       34.3       44.0       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                                                                  Code-064FZA
Commitments of Traders - Futures Only, October 08, 2019                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    33,215:     6,160        300        545     23,820     29,745     30,525     30,590:     2,690      2,625
Old  :    33,215:     6,160        300        545     23,820     29,745     30,525     30,590:     2,690      2,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -180:      -240          0        -65        300         90         -5         25:      -175       -205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        0.9        1.6       71.7       89.6       91.9       92.1:       8.1        7.9
Old  :     100.0:      18.5        0.9        1.6       71.7       89.6       91.9       92.1:       8.1        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          1          1         13         12         15         14:
Old  :        20:         2          1          1         13         12         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       73.1       81.5       85.9       63.8       69.3       75.4       77.5
Old  :                 63.8       73.1       81.5       85.9       63.8       69.3       75.4       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                                                                 Code-064FZB
Commitments of Traders - Futures Only, October 08, 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  :    32,000:     4,705        530        405     24,580     28,770     29,690     29,705:     2,310      2,295
Old  :    32,000:     4,705        530        405     24,580     28,770     29,690     29,705:     2,310      2,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :        10:      -205        -35        -15        345        185        125        135:      -115       -125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        1.7        1.3       76.8       89.9       92.8       92.8:       7.2        7.2
Old  :     100.0:      14.7        1.7        1.3       76.8       89.9       92.8       92.8:       7.2        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  :        20:         2          1          2         13         11         15         14:
Old  :        20:         2          1          2         13         11         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       72.5       81.3       86.8       64.7       67.2       76.1       77.0
Old  :                 64.8       72.5       81.3       86.8       64.7       67.2       76.1       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 11, 2019