Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                         :
CFTC Code #024656                                                    Open Interest is    21,076                :
: Positions                                                                                                    :
:    6,765    12,890     2,255         0       882       464     1,709       613     7,121     1,832     2,125 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      711       786       -47         0       288         0        25         0        14      -121       336 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.1      61.2      10.7       0.0       4.2       2.2       8.1       2.9      33.8       8.7      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       10        12         5         0         4         .         4         .         7         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                        :
CFTC Code #064363                                                    Open Interest is    19,035                :
: Positions                                                                                                    :
:   10,451    12,397         0     2,806     2,574     5,089       640         0       428       278         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:        0       -22         0         0         0         0         0         0         0        22         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      65.1       0.0      14.7      13.5      26.7       3.4       0.0       2.2       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       17        18         0         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    41,941                :
: Positions                                                                                                    :
:   26,380    37,696     7,337         0     2,098       445     1,507         0     5,275       225       400 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      355       190        23         0      -169         0       188         0       -25       -35       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      89.9      17.5       0.0       5.0       1.1       3.6       0.0      12.6       0.5       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        21         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is    29,851                :
: Positions                                                                                                    :
:   23,148    25,751       500     1,166     2,189       123         0        27     3,025         0       700 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:    1,025       325      -525        50       445        25         0       -25      -150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      86.3       1.7       3.9       7.3       0.4       0.0       0.1      10.1       0.0       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        17         .         .         .         .         0         .         6         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                             :
CFTC Code #064394                                                    Open Interest is   152,106                :
: Positions                                                                                                    :
:  122,512   112,885       927    17,746     9,557    10,273       505     5,439       320     3,208     2,693 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:    1,259       300      -210        47        99       243         0      -270        20       840       137 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      74.2       0.6      11.7       6.3       6.8       0.3       3.6       0.2       2.1       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       28        31         .         .         4         4         .         4         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    59,258                :
: Positions                                                                                                    :
:   49,425    39,375     4,252    10,350     3,706       888     3,865       412       400     1,325       175 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      213      -580      -475       920    -1,070        25       -42       -25       325      -210        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      66.4       7.2      17.5       6.3       1.5       6.5       0.7       0.7       2.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        22         .         .         .         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                         :
CFTC Code #064396                                                    Open Interest is    31,549                :
: Positions                                                                                                    :
:   27,760    25,645     3,627     5,617        12         0        75         0       150       200         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      250       400       100       -50         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.0      81.3      11.5      17.8       0.0       0.0       0.2       0.0       0.5       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        8        14         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                     :
CFTC Code #06439A                                                    Open Interest is    68,344                :
: Positions                                                                                                    :
:   41,774    43,600       954    11,111     6,500    16,947       400       451       600     5,082     1,098 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:     -125      -396         0       190      -190       -96         0        96         0      -140       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.1      63.8       1.4      16.3       9.5      24.8       0.6       0.7       0.9       7.4       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        20         .         .         4         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV   800MWh                                                 :
CFTC Code #06439B                                                    Open Interest is    90,378                :
: Positions                                                                                                    :
:   52,099    46,467     1,456    32,283     3,650    28,836     1,160     1,500       800     3,577     1,678 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:     -204    -1,712         0       383       359      -986       185       720         0        60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      51.4       1.6      35.7       4.0      31.9       1.3       1.7       0.9       4.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        23         .         .         4         4         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    76,470                :
: Positions                                                                                                    :
:   57,445    55,026    13,606    18,900       995     1,855         0        25       765         0     1,320 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      967       223      -804         0       790         0         0         0       120         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      72.0      17.8      24.7       1.3       2.4       0.0       0.0       1.0       0.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        21         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is   107,974                :
: Positions                                                                                                    :
:   77,148    69,259    24,500    36,398       380     2,055       100        25     1,770         0     1,702 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:       69      -301      -430         0       117         0         0         0        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      64.1      22.7      33.7       0.4       1.9       0.1       0.0       1.6       0.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        23         .         .         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439K                                                    Open Interest is    48,035                :
: Positions                                                                                                    :
:   35,100    46,930    11,840         0       770         0         0         0        25         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:     -370      -370         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      97.7      24.6       0.0       1.6       0.0       0.0       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        19         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                  :
CFTC Code #06439L                                                    Open Interest is    25,214                :
: Positions                                                                                                    :
:   21,618    20,362       350     1,766     2,446         0       600         0       210         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      590       -10      -300         0         0         0       300         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      80.8       1.4       7.0       9.7       0.0       2.4       0.0       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       18        17         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                               :
CFTC Code #06439N                                                    Open Interest is    12,110                :
: Positions                                                                                                    :
:    6,815    12,010     3,980         0       100       350         0         0       775         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      99.2      32.9       0.0       0.8       2.9       0.0       0.0       6.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         0         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                                 :
CFTC Code #06439R                                                    Open Interest is    74,002                :
: Positions                                                                                                    :
:   54,599    41,894     3,046    13,123     6,283       882       615       565     5,631     8,695     2,677 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:    2,047     1,448      -157       640      -129        17       -88         0        98       114       107 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      56.6       4.1      17.7       8.5       1.2       0.8       0.8       7.6      11.7       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        29         .         .         .         4         .         5         4         6         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643A8                                                    Open Interest is    20,691                :
: Positions                                                                                                    :
:   18,716    11,444       700     4,006       309        50       525         0         0     3,465       600 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      900         0       600         0      -300         0         0         0         0     1,500         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      55.3       3.4      19.4       1.5       0.2       2.5       0.0       0.0      16.7       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        17         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    60,758                :
: Positions                                                                                                    :
:   49,633    58,488     8,415         0     2,045         0         0         0       510         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:        5       -45       -50         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      96.3      13.9       0.0       3.4       0.0       0.0       0.0       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        22         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #0643B3                                                    Open Interest is    36,870                :
: Positions                                                                                                    :
:   31,529    23,098       229    10,028     2,078     1,200     1,290         0       882        25       135 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      -73      -723         0       260         0         0       370       -60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      62.6       0.6      27.2       5.6       3.3       3.5       0.0       2.4       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        21         .         .         .         .         4         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BC                                                    Open Interest is    69,847                :
: Positions                                                                                                    :
:   57,817    65,317     5,008       535     3,495        25         0         0     3,034       200         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      175       415       240         0       -50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      93.5       7.2       0.8       5.0       0.0       0.0       0.0       4.3       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        17         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643BE                                                    Open Interest is    76,326                :
: Positions                                                                                                    :
:   62,692    66,781     6,785     3,210     2,390        25         0         0     3,541     3,800        60 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      160       410       245         0      -100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      87.5       8.9       4.2       3.1       0.0       0.0       0.0       4.6       5.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        17         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643BF                                                    Open Interest is    94,212                :
: Positions                                                                                                    :
:   77,073    86,440    11,011     3,319     2,462       793         0       402     1,996     1,175       374 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      331       616        34         0         0       180         0      -145        41       -10      -111 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      91.8      11.7       3.5       2.6       0.8       0.0       0.4       2.1       1.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        25         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                      :
CFTC Code #0643BG                                                    Open Interest is   117,870                :
: Positions                                                                                                    :
:   97,174   103,504    11,401     3,660     4,123       126       808       909     2,595     3,505     1,345 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:    1,103       480       -83        25         0       -59        71       -91        95       516      -290 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      87.8       9.7       3.1       3.5       0.1       0.7       0.8       2.2       3.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       19        26         .         .         .         .         6         .         .         7         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    56,225                :
: Positions                                                                                                    :
:   46,365    49,985     6,770       505     2,865         0     1,250       225         0     1,350         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      260       475       765      -375       490         0       200         0         0       725         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      88.9      12.0       0.9       5.1       0.0       2.2       0.4       0.0       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        14         .         .         .         0         .         .         0         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV   25MWh                                                          :
CFTC Code #0643BR                                                    Open Interest is    42,030                :
: Positions                                                                                                    :
:   35,555    40,055     5,350         0     1,125         0         0         0         0       850         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      735       600        15         0         0         0         0         0         0       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      95.3      12.7       0.0       2.7       0.0       0.0       0.0       0.0       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         8         .         0         .         0         0         0         0         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                          :
CFTC Code #0643BS                                                    Open Interest is    56,376                :
: Positions                                                                                                    :
:   44,152    52,714     7,233         0     2,668       800        60       350       664       497        67 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      489        65      -560         0       660         0         0         0         6         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      93.5      12.8       0.0       4.7       1.4       0.1       0.6       1.2       0.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        20         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    54,516                :
: Positions                                                                                                    :
:   34,024    50,774     8,411       375     1,429     7,810         0     1,155       804         0       609 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      -97      -336       451        10      -254      -765         0       445        67         0       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.4      93.1      15.4       0.7       2.6      14.3       0.0       2.1       1.5       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        21         .         .         .         4         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is    34,791                :
: Positions                                                                                                    :
:   19,184    34,290    15,203         0        88         0       260        80       170         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:     -165         0       165         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      98.6      43.7       0.0       0.3       0.0       0.7       0.2       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        13         4         0         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643BX                                                    Open Interest is    31,725                :
: Positions                                                                                                    :
:   19,108    31,260    12,357         0        65         0       380         0       130         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:     -120        45       130         0         0         0         0         0        35         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      98.5      39.0       0.0       0.2       0.0       1.2       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        12         4         0         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    28,691                :
: Positions                                                                                                    :
:   24,238    25,914     2,631       170       922       713       915        75         0       315        65 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      540       -39       -31         0        35         0        25         0         0       195      -140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      90.3       9.2       0.6       3.2       2.5       3.2       0.3       0.0       1.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        19         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                       :
CFTC Code #0643BZ                                                    Open Interest is    22,334                :
: Positions                                                                                                    :
:   18,525    20,929     3,059         0        80       100       800         0         0       325         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:        0      -120       -10         0         0         0         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      93.7      13.7       0.0       0.4       0.4       3.6       0.0       0.0       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        16         .         0         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643C3                                                    Open Interest is    49,651                :
: Positions                                                                                                    :
:   41,518    33,200     3,488    10,883       460     2,588     3,581       980       505       515         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:    1,231       653       192       500       -96      -300        -4       215        25       -55         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      66.9       7.0      21.9       0.9       5.2       7.2       2.0       1.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        25         .         .         .         .         .         .         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643C4                                                    Open Interest is    39,584                :
: Positions                                                                                                    :
:   34,891    24,746     1,846    13,008     1,010       880       158       542         0         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      398       401        41        60        45         0        -2         2         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      62.5       4.7      32.9       2.6       2.2       0.4       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        18         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    18,461                :
: Positions                                                                                                    :
:   11,006    16,010     4,844         0     2,326       125         0        25         0       100         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      -25        75       100         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.6      86.7      26.2       0.0      12.6       0.7       0.0       0.1       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        12         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                        :
CFTC Code #0643CJ                                                    Open Interest is    14,592                :
: Positions                                                                                                    :
:   10,948    12,867     1,344       205       570         0       100         0       980       100       750 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:       50       150        50         0         0         0         0         0        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      88.2       9.2       1.4       3.9       0.0       0.7       0.0       6.7       0.7       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         9         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                           :
CFTC Code #0643CK                                                    Open Interest is    17,031                :
: Positions                                                                                                    :
:   13,682    13,433     1,176         5       718         0     1,800         0       480       100       975 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:       50       150        50         0       -24         0         0         0        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      78.9       6.9       0.0       4.2       0.0      10.6       0.0       2.8       0.6       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    23,337                :
: Positions                                                                                                    :
:   12,449    15,638     8,960     5,167       125         0        25         0       925     1,635       705 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:     -132      -107        50        25         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      67.0      38.4      22.1       0.5       0.0       0.1       0.0       4.0       7.0       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        14         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    22,267                :
: Positions                                                                                                    :
:   11,517    14,695     8,998     5,137       125         0        25         0       780     1,585       660 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:        0        25        50        25         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.7      66.0      40.4      23.1       0.6       0.0       0.1       0.0       3.5       7.1       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        11         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    58,369                :
: Positions                                                                                                    :
:   37,408    54,209    10,945         0     2,290       650        25        25     5,340       375     1,445 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      200       525         0         0         0         0         0         0       325         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.1      92.9      18.8       0.0       3.9       1.1       0.0       0.0       9.1       0.6       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        13         4         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    58,000                :
: Positions                                                                                                    :
:   37,618    54,275    10,834         0     1,845       650        25        25     5,790       865       955 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      800     1,125         0         0         0         0         0         0       325         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      93.6      18.7       0.0       3.2       1.1       0.0       0.0      10.0       1.5       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        13         4         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643DB                                                    Open Interest is   125,100                :
: Positions                                                                                                    :
:  108,460    86,826     8,960    21,557     1,521     1,005     1,225       335     4,240    13,070       340 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:    1,476     1,075         0      -615       518        25       -25        25         0       765         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      69.4       7.2      17.2       1.2       0.8       1.0       0.3       3.4      10.4       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       33        24         .         .         .         .         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV   352 MWh                                                     :
CFTC Code #0643DC                                                    Open Interest is   138,841                :
: Positions                                                                                                    :
:  121,838    94,503    10,450    26,800       543     1,475       890       825     2,830    14,280       740 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:    1,410       785         0      -100         0       -75       -50        25         0       700         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      68.1       7.5      19.3       0.4       1.1       0.6       0.6       2.0      10.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       35        27         .         4         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643DF                                                    Open Interest is   278,189                :
: Positions                                                                                                    :
:  177,326   195,916    39,266     6,185    24,827    11,952    24,036    10,628     3,518     6,700     9,778 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:    8,191     6,092     1,472       -22       792      -391      -109       770    -2,153     1,108       896 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.7      70.4      14.1       2.2       8.9       4.3       8.6       3.8       1.3       2.4       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       38        38         .         .         4         7        11        11         8        11        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    21,480                :
: Positions                                                                                                    :
:   14,054    20,430     2,750       365       525       505         0         0     3,395         0       140 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      -50       100       -25        50         0       -25         0         0       250         0       -90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      95.1      12.8       1.7       2.4       2.4       0.0       0.0      15.8       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18         7         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    20,354                :
: Positions                                                                                                    :
:   12,631    18,922     2,982         0       522         0       815        10     3,925         0        75 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      -50       100       -75         0        50         0        25         0       250         0      -120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      93.0      14.7       0.0       2.6       0.0       4.0       0.0      19.3       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15         8         .         0         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                     :
CFTC Code #064AAA                                                    Open Interest is    39,319                :
: Positions                                                                                                    :
:   31,314    28,339     2,405     3,095       135         0     2,365       990         0         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:       75       200       -75         0        75         0      -200         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      72.1       6.1       7.9       0.3       0.0       6.0       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        18         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                    :
CFTC Code #064AAB                                                    Open Interest is    35,882                :
: Positions                                                                                                    :
:   29,777    26,705     1,855     2,980       195         0     2,115       535         0         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      275       200       -75         0        75         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      74.4       5.2       8.3       0.5       0.0       5.9       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        19         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    24,113                :
: Positions                                                                                                    :
:    7,168    16,506    11,808     1,650     1,365       500     1,660       355       600         0       200 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.7      68.5      49.0       6.8       5.7       2.1       6.9       1.5       2.5       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        10         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CXO                                                    Open Interest is    25,014                :
: Positions                                                                                                    :
:   13,571     8,830       734     3,480     4,008         0     1,995     5,860         0         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      560      -500       250       300        18         0     1,010      -800         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      35.3       2.9      13.9      16.0       0.0       8.0      23.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        15         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                             :
CFTC Code #064CXP                                                    Open Interest is    22,074                :
: Positions                                                                                                    :
:    7,910     9,679     1,749     1,440     3,188     2,540     1,080     5,930         0         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      465     1,065       300       300         0       600         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.8      43.8       7.9       6.5      14.4      11.5       4.9      26.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        14         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064DLW                                                    Open Interest is    72,808                :
: Positions                                                                                                    :
:   23,993    27,133    19,773    25,185        35    11,970     4,970     1,755     2,035         0     1,455 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:     -295     1,355        35         5         0       175         0         0     1,445         0      -500 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.0      37.3      27.2      34.6       0.0      16.4       6.8       2.4       2.8       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        21         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    70,268                :
: Positions                                                                                                    :
:   24,947    22,741    18,080    26,125       295    10,885     5,120     1,860       645         0     2,695 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:     -110     1,235      -150         0         0        50         0         0       645      -800       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.5      32.4      25.7      37.2       0.4      15.5       7.3       2.6       0.9       0.0       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        20         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    25,792                :
: Positions                                                                                                    :
:   14,044     6,083     3,815     3,226     1,156       595     8,530       730       300     1,440     1,365 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      150         0       -75       -75         0         0       -25        25       300       475      -200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.5      23.6      14.8      12.5       4.5       2.3      33.1       2.8       1.2       5.6       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16         8         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    24,162                :
: Positions                                                                                                    :
:   12,364     5,763     3,375     3,336       863       595     7,915       730       600       590     1,940 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      150         0       -75       -75         0         0       -25        25       390       565        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.2      23.9      14.0      13.8       3.6       2.5      32.8       3.0       2.5       2.4       8.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15         6         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064ERM                                                    Open Interest is    43,263                :
: Positions                                                                                                    :
:   14,562    27,887     1,992     9,580       469    13,950         0        25     7,205         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:     -176       289       370       600      -149        95         0         0       600         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.7      64.5       4.6      22.1       1.1      32.2       0.0       0.1      16.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        15         .         .         .         4         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064ERN                                                    Open Interest is    43,590                :
: Positions                                                                                                    :
:   15,474    26,295     1,275    11,135       515    13,590         0        25     7,205         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      -47       418       370       600      -255        95         0         0       600         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.5      60.3       2.9      25.5       1.2      31.2       0.0       0.1      16.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        11         .         .         .         4         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EUY                                                    Open Interest is    49,530                :
: Positions                                                                                                    :
:   16,230    40,970     2,320         0     2,255     4,295         0     2,160    18,520       400        50 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      600       745         0         0         0        50         0        50       315         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.8      82.7       4.7       0.0       4.6       8.7       0.0       4.4      37.4       0.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15         9         .         0         .         5         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    48,905                :
: Positions                                                                                                    :
:   15,805    39,785     1,460         0     2,190     3,320        50     2,610    19,080        50       150 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      405       395       -75         0        20       -50         0        50       115         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.3      81.4       3.0       0.0       4.5       6.8       0.1       5.3      39.0       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15         8         .         0         .         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EVG                                                    Open Interest is    17,775                :
: Positions                                                                                                    :
:   10,990     6,695     1,350       420     1,435         0     6,565         0     1,745       660       540 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      125       470        75      -175       215         0        25         0       595       475      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.8      37.7       7.6       2.4       8.1       0.0      36.9       0.0       9.8       3.7       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        11         .         .         .         0         4         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064EVH                                                    Open Interest is    17,315                :
: Positions                                                                                                    :
:   10,430     6,105     1,350        70     1,455         0     7,065         0     1,925       660       510 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      125       470        75      -175       245         0        25         0       595       475      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      35.3       7.8       0.4       8.4       0.0      40.8       0.0      11.1       3.8       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        11         .         .         .         0         4         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064EWU                                                    Open Interest is    50,665                :
: Positions                                                                                                    :
:   29,065    18,635       105       980     3,085     1,295    17,880     2,570     7,675     1,275     1,465 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:     -125       125         0        50         0         0      -200       200       100         0        95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      36.8       0.2       1.9       6.1       2.6      35.3       5.1      15.1       2.5       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        14         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EWV                                                    Open Interest is    51,895                :
: Positions                                                                                                    :
:   29,865    19,930       165     1,060     3,060       930    17,940     2,710     8,650     1,300     1,075 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:       50       300         0        50         0         0      -200       200       100         0        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      38.4       0.3       2.0       5.9       1.8      34.6       5.2      16.7       2.5       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        15         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    60,620                :
: Positions                                                                                                    :
:   34,685    20,525         0    12,385     2,681    18,140       125     1,580         0    20,135        95 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      100       100         0       150         0       475       -50       175         0       375         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      33.9       0.0      20.4       4.4      29.9       0.2       2.6       0.0      33.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       21         9         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    49,405                :
: Positions                                                                                                    :
:   29,235    20,895         0    12,090     1,758    14,265       100     1,630         0    10,785       340 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:       85      -115         0       150         0      -175       -50       175         0       -75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      42.3       0.0      24.5       3.6      28.9       0.2       3.3       0.0      21.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20         9         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is   140,268                :
: Positions                                                                                                    :
:   74,800    90,615    19,141       520     6,816     3,299     9,600     7,565     4,510     1,135     2,950 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      895      -145      -170         0         0       -90       745       140       365       400      -420 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      64.6      13.6       0.4       4.9       2.4       6.8       5.4       3.2       0.8       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        27         .         .         .         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is   132,141                :
: Positions                                                                                                    :
:   70,103    84,551    25,304         0     5,115     3,449     4,905     7,570     1,375    10,895     1,290 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      480       -35      -145         0         0       -40        95        90         0       235         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.1      64.0      19.1       0.0       3.9       2.6       3.7       5.7       1.0       8.2       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        26         .         0         .         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    39,160                :
: Positions                                                                                                    :
:   15,640    19,610    13,705     9,170     1,315     3,735     2,200     2,240         0     2,100         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:       70      -385      -260     2,165      -215     1,830      -140      -180         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.9      50.1      35.0      23.4       3.4       9.5       5.6       5.7       0.0       5.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        16         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    35,030                :
: Positions                                                                                                    :
:   12,065    18,280    13,475     7,585       605     3,455     1,200     2,895         0     2,000         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:    1,005      -220    -1,000     1,870       -90     1,640         0      -340         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.4      52.2      38.5      21.7       1.7       9.9       3.4       8.3       0.0       5.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        16         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    27,785                :
: Positions                                                                                                    :
:    5,875    17,390         0     6,720     2,165    18,095         0       380         0         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      705       -35         0       665        60       -75         0        40         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.1      62.6       0.0      24.2       7.8      65.1       0.0       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        14         0         .         .         4         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKD                                                    Open Interest is    32,600                :
: Positions                                                                                                    :
:    7,715    22,850         0     5,375     2,165    20,610         0       970         0         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:      325       -25         0       165        20      -125         0       125         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.7      70.1       0.0      16.5       6.6      63.2       0.0       3.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        11         0         .         .         4         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKE                                                    Open Interest is    81,988                :
: Positions                                                                                                    :
:   48,934    32,404     2,235     3,225     9,670       275    17,290     3,440     1,415         0         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:    1,170       915         0    -2,070       360         0     2,365      -930        50         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.7      39.5       2.7       3.9      11.8       0.3      21.1       4.2       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       24        20         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is    76,840                :
: Positions                                                                                                    :
:   44,426    30,590       475     9,966     7,609       400     6,530     7,755     1,215        35         0 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:    1,185     1,040       475      -620        -5         0     1,515      -300         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.8      39.8       0.6      13.0       9.9       0.5       8.5      10.1       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        20         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.DEOK_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064GAA                                                    Open Interest is    11,023                :
: Positions                                                                                                    :
:    6,848     1,220       135     3,513         0     1,190     5,820       175     2,225         0        35 :
:                                                                                                              :
: Changes from:     May 21, 2019                                                                               :
:       35       -25         0         0         0         0         0         0       -60         0        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      11.1       1.2      31.9       0.0      10.8      52.8       1.6      20.2       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         5         .         .         0         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------



Updated May 31, 2019