Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    21,479                :
: Positions                                                                                                    :
:    7,537    13,804     2,107         0     1,050       529     1,852       566     7,087     1,459     1,857 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    1,478     1,163       174         0       113         0         9        36      -412        88      -588 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.1      64.3       9.8       0.0       4.9       2.5       8.6       2.6      33.0       6.8       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       11        14         5         0         4         .         4         .         6         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    18,050                :
: Positions                                                                                                    :
:    9,761    11,726        76     3,164     2,190     4,837       380         0       695       400        42 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      65.0       0.4      17.5      12.1      26.8       2.1       0.0       3.9       2.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       14        17         .         .         .         .         .         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    40,282                :
: Positions                                                                                                    :
:   23,786    36,215     7,971         0     1,762       100     1,466        52     5,695       100       675 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:     -377       167       582         0       -50         0         6        52       -15         5        95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      89.9      19.8       0.0       4.4       0.2       3.6       0.1      14.1       0.2       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        19         .         0         .         .         .         .         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    29,260                :
: Positions                                                                                                    :
:   23,567    25,815     1,000     1,050     1,404        59         0        91     2,100         0       900 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:     -100       300       175       175      -103         0         0         0       250      -125       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      88.2       3.4       3.6       4.8       0.2       0.0       0.3       7.2       0.0       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        15         .         .         .         .         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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   149,875                :
: Positions                                                                                                    :
:  120,922   111,818        63    15,786     9,638    10,069       983     5,426       992     3,711     2,485 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    1,562     1,627        63      -639       431      -300       215       115       195       349       -79 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      74.6       0.0      10.5       6.4       6.7       0.7       3.6       0.7       2.5       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       27        30         .         4         5         .         4         .         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    63,708                :
: Positions                                                                                                    :
:   52,583    45,165     5,488     8,711     3,181       634     4,223     1,047       275       875       500 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    1,280     2,802       264    -1,300         4       -85      -303       785      -375      -100       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      70.9       8.6      13.7       5.0       1.0       6.6       1.6       0.4       1.4       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       20        21         .         .         .         .         5         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    32,159                :
: Positions                                                                                                    :
:   27,907    26,432     3,402     5,202       300         0        75         0       525       125        25 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      202       450       148       -75       288         0         0         0         0       -25        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      82.2      10.6      16.2       0.9       0.0       0.2       0.0       1.6       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        8        16         .         .         .         0         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    65,939                :
: Positions                                                                                                    :
:   40,152    41,317     1,014    11,304     5,932    16,289       350       626       600     5,022     1,288 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:       47       -33         0       300         0         0         0         0         0      -198       198 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      62.7       1.5      17.1       9.0      24.7       0.5       0.9       0.9       7.6       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        21         .         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    86,596                :
: Positions                                                                                                    :
:   49,252    43,504     1,343    30,649     4,088    27,561     1,540     1,490       600     3,334     1,838 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:     -515      -189       -40      -319       233         8       155         0         0      -170       170 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.9      50.2       1.6      35.4       4.7      31.8       1.8       1.7       0.7       3.9       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        22         .         .         4         4         5         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    75,193                :
: Positions                                                                                                    :
:   56,355    54,047    13,341    18,478       995     1,800        75        25       737         0     1,320 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      706       658       -40         0         0       -25        75        25       152         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      71.9      17.7      24.6       1.3       2.4       0.1       0.0       1.0       0.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        21         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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   104,617                :
: Positions                                                                                                    :
:   74,492    67,345    24,136    34,985       330     1,900        75        25     1,720         0     1,595 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      775       655      -140         0         0       -25        75        25       180         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      64.4      23.1      33.4       0.3       1.8       0.1       0.0       1.6       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        23         .         .         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    47,396                :
: Positions                                                                                                    :
:   35,096    46,396    11,325         0       675         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      205      -160      -365         0       100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      97.9      23.9       0.0       1.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        18         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    24,909                :
: Positions                                                                                                    :
:   21,281    19,439         0     1,959     2,741         0       600         0       432         0         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    1,865       442      -855       163       650         0         0         0      -150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      78.0       0.0       7.9      11.0       0.0       2.4       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18        16         0         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    13,060                :
: Positions                                                                                                    :
:    7,865    10,860     3,930         0       100       250     2,100         0       825         0         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      300       250       150         0         0         0       300         0       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      83.2      30.1       0.0       0.8       1.9      16.1       0.0       6.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         8         .         0         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    73,426                :
: Positions                                                                                                    :
:   53,010    42,600     2,104    13,028     6,209     2,075       100     1,087     5,834     7,398     2,834 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    2,396       697      -283     1,246      -330       196       -17        10       147       498       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      58.0       2.9      17.7       8.5       2.8       0.1       1.5       7.9      10.1       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       26        27         .         .         .         .         .         4         7         7         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    23,686                :
: Positions                                                                                                    :
:   19,846    13,369       300     5,136       529     1,575         0       525         0     3,185       600 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      900       300         0       900         0       300         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      56.4       1.3      21.7       2.2       6.6       0.0       2.2       0.0      13.4       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        16         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    58,771                :
: Positions                                                                                                    :
:   47,831    56,935     8,435        75     1,490         0         0         0       840        26        25 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:     -235      -106      -250         0        90         0         0         0       380         1         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      96.9      14.4       0.1       2.5       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        19         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    37,494                :
: Positions                                                                                                    :
:   32,347    23,751       129     9,015     2,791     1,050     1,645         0       495       148        32 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    1,565     1,131         0      -285       940         0       170         0      -550         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      63.3       0.3      24.0       7.4       2.8       4.4       0.0       1.3       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        21         .         .         .         .         4         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    66,518                :
: Positions                                                                                                    :
:   54,141    62,268     5,395       315     3,555       100         0         0     2,944       200         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      100       242        50         0         0       100         0         0        -8         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      93.6       8.1       0.5       5.3       0.2       0.0       0.0       4.4       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        15         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    74,089                :
: Positions                                                                                                    :
:   60,443    64,764     6,457     3,015     2,450       100         0         0     3,841     3,800        60 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      785     1,045        50         0         0       100         0         0       110         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      87.4       8.7       4.1       3.3       0.1       0.0       0.0       5.2       5.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        17         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    91,364                :
: Positions                                                                                                    :
:   73,262    82,483    11,568     3,015     2,617     1,315         0         5     1,691     2,390       819 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      819       419      -292      -140       120       150         0       -25       -63       335      -282 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      90.3      12.7       3.3       2.9       1.4       0.0       0.0       1.9       2.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        26         .         .         .         .         0         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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   113,813                :
: Positions                                                                                                    :
:   91,357    96,617    12,499     3,313     4,273       340     1,265       675     2,884     6,065     1,577 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      740       340      -295      -290        85        40       188      -165         0       236      -135 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      84.9      11.0       2.9       3.8       0.3       1.1       0.6       2.5       5.3       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       18        28         .         .         .         4         5         .         .         7         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    58,071                :
: Positions                                                                                                    :
:   47,967    50,711     6,935     1,216     2,874         0       930       295         0     2,000         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      560       975       515       -50       110         0         0         0         0       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      87.3      11.9       2.1       4.9       0.0       1.6       0.5       0.0       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        14         .         .         .         0         .         .         0         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    46,700                :
: Positions                                                                                                    :
:   40,780    44,305     4,875         0     1,045         0         0         0         0     1,350         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    3,000     2,700      -300         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      94.9      10.4       0.0       2.2       0.0       0.0       0.0       0.0       2.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         6         .         0         .         0         0         0         0         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    56,087                :
: Positions                                                                                                    :
:   43,440    52,609     7,746         0     2,596       700         0       350       921       493         4 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      154       694       512         0      -129         0         0         0       240       -10        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      93.8      13.8       0.0       4.6       1.2       0.0       0.6       1.6       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        18         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    52,193                :
: Positions                                                                                                    :
:   33,332    48,197     6,751       375     1,646     7,525         0     1,165       944       133       523 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      -97       170       125         0      -125       -60         0        10       162        25        34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      92.3      12.9       0.7       3.2      14.4       0.0       2.2       1.8       0.3       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        20         .         .         .         4         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    34,818                :
: Positions                                                                                                    :
:   17,605    33,904    14,758         0        60         0       278        80     1,800         0       420 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:       47       110        85         0         0         0        28         0        10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.6      97.4      42.4       0.0       0.2       0.0       0.8       0.2       5.2       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        12         4         0         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    31,630                :
: Positions                                                                                                    :
:   16,903    30,820    12,411         0        50         0       320         0     1,775         0       420 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      97.4      39.2       0.0       0.2       0.0       1.0       0.0       5.6       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        11         4         0         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    29,698                :
: Positions                                                                                                    :
:   24,991    25,078     2,710        90       695       363       990       660       110     2,061       115 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      479       124        81      -100         0      -300        30       300       110       314       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      84.4       9.1       0.3       2.3       1.2       3.3       2.2       0.4       6.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        19         .         .         .         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    23,167                :
: Positions                                                                                                    :
:   19,403    20,542     3,055         0        80        50     1,325        50         0     1,000         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      -30       110       180         0         0         0         0         0         0        20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      88.7      13.2       0.0       0.3       0.2       5.7       0.2       0.0       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        16         .         0         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    51,158                :
: Positions                                                                                                    :
:   38,674    32,228     4,539    10,885       660     2,278     4,070     1,080     1,757       133     2,072 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    1,300       171       147       455      -104      -615       161        30        15        50        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      63.0       8.9      21.3       1.3       4.5       8.0       2.1       3.4       0.3       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       21        25         .         .         4         .         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    39,153                :
: Positions                                                                                                    :
:   34,213    19,558     2,102    12,822     1,389       160       378       582         0     3,867       437 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      383      -337        30         0       -46      -725         0       200         0        45         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      50.0       5.4      32.7       3.5       0.4       1.0       1.5       0.0       9.9       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        15         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    17,984                :
: Positions                                                                                                    :
:   10,121    15,782     5,540         0     1,793         0       134       200       150         0        75 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      100        99      -217         0        42         0       -16        50       150       -50       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      87.8      30.8       0.0      10.0       0.0       0.7       1.1       0.8       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        13         .         0         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    13,570                :
: Positions                                                                                                    :
:   10,161    12,505     1,779       440         0         0       100         0     1,170       125       400 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:     -200       250         0         0         0         0         0         0       450         0      -350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      92.2      13.1       3.2       0.0       0.0       0.7       0.0       8.6       0.9       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         8         .         .         0         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    16,033                :
: Positions                                                                                                    :
:   12,919    12,945     1,611       240       148         0     1,850         0       570       125       725 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:     -200       250         0         0         0         0         0         0       450         0      -350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      80.7      10.0       1.5       0.9       0.0      11.5       0.0       3.6       0.8       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10         9         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    22,309                :
: Positions                                                                                                    :
:   12,084    15,823     7,930     4,613       125         0         0         0     1,480     1,300       405 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      681     1,130      -150       150         0         0         0         0       700         0      -300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.2      70.9      35.5      20.7       0.6       0.0       0.0       0.0       6.6       5.8       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        13         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    21,498                :
: Positions                                                                                                    :
:   11,379    15,120     8,138     4,583       125         0         0         0     1,270     1,300       335 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      820     1,330       -50       150         0         0         0         0       650         0      -325 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.9      70.3      37.9      21.3       0.6       0.0       0.0       0.0       5.9       6.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        11         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    55,638                :
: Positions                                                                                                    :
:   35,393    51,593    10,118         0     2,440       600        50         0     5,730       325     1,230 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      710       810        50         0       -50         0         0         0       100        50        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.6      92.7      18.2       0.0       4.4       1.1       0.1       0.0      10.3       0.6       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        14         4         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    55,265                :
: Positions                                                                                                    :
:   35,549    51,794    10,113         0     1,941       600        50         0     5,860       420     1,060 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      710       810        50         0       -50         0         0         0      -200      -250       350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      93.7      18.3       0.0       3.5       1.1       0.1       0.0      10.6       0.8       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        14         4         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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   126,609                :
: Positions                                                                                                    :
:  105,872    88,031    14,315    22,056     1,352       875     1,175       335     3,155    13,035       625 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    2,365       960         0       569       184         0         0         0      -395       510       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      69.5      11.3      17.4       1.1       0.7       0.9       0.3       2.5      10.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       32        24         .         5         .         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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   140,407                :
: Positions                                                                                                    :
:  119,334    96,647    15,548    26,050       595     1,650       855       475     1,730    14,780     1,005 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    1,549       669         0      -185        65         0         0         0      -490       515       140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      68.8      11.1      18.6       0.4       1.2       0.6       0.3       1.2      10.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       33        26         .         4         4         .         .         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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   274,121                :
: Positions                                                                                                    :
:  169,892   185,695    32,771     5,847    29,742     9,613    21,493    13,918     8,046     7,758     9,547 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    1,448     1,421      -923       724     2,731    -2,545    -4,491     4,122        66       361       373 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.0      67.7      12.0       2.1      10.8       3.5       7.8       5.1       2.9       2.8       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       36        36         .         .         5         6        14         6        10         9        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    19,880                :
: Positions                                                                                                    :
:   12,696    18,685     2,720       560       500       515         0         0     3,255        50        75 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      100         0         0       100         0         0         0         0        50        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      94.0      13.7       2.8       2.5       2.6       0.0       0.0      16.4       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16         6         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    18,809                :
: Positions                                                                                                    :
:   11,520    17,387     2,781         0       672         0       665        10     3,620        50        25 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      100         0      -100         0       100         0         0         0        50        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      92.4      14.8       0.0       3.6       0.0       3.5       0.1      19.2       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         6         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    40,851                :
: Positions                                                                                                    :
:   30,981    28,901     2,430     3,665       865         0       915     1,590         0         0         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    1,105     1,175      -330       300       590         0      -700       400         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      70.7       5.9       9.0       2.1       0.0       2.2       3.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        18         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    36,897                :
: Positions                                                                                                    :
:   29,640    27,505     2,240     3,370       335         0     1,130       735         0         0         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    1,390     1,425       -90         0       200         0      -125         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      74.5       6.1       9.1       0.9       0.0       3.1       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        17         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    25,197                :
: Positions                                                                                                    :
:    6,683    17,585    12,347       620     1,930       525     1,215       680       325         0       275 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      200        50      -250         0         0         0      -400       400      -300         0       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.5      69.8      49.0       2.5       7.7       2.1       4.8       2.7       1.3       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    24,282                :
: Positions                                                                                                    :
:   13,309     9,506     1,437     5,750     2,928     1,140       630     4,370         0         0         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      130       800         0       480      -480     1,050      -100    -2,225         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      39.1       5.9      23.7      12.1       4.7       2.6      18.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        14         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    75,378                :
: Positions                                                                                                    :
:   24,598    29,428    19,868    24,685     1,260    12,055     4,705     1,350     2,670         0     1,305 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      -90       890     1,520     1,200         0         0         0         0       660         0      -275 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.6      39.0      26.4      32.7       1.7      16.0       6.2       1.8       3.5       0.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        18         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    73,491                :
: Positions                                                                                                    :
:   25,400    25,499    18,995    25,615     1,310    10,700     4,855     1,455     1,330         0     2,455 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:     -500     1,275     2,315     1,200         0         0         0         0       660         0      -275 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.6      34.7      25.8      34.9       1.8      14.6       6.6       2.0       1.8       0.0       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        18         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    26,192                :
: Positions                                                                                                    :
:   13,343     7,102     3,365     2,291     1,506     1,410     8,350        65       900     1,805     1,715 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:     -100     1,000         0      -750       350         0         0         0       600       250       600 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      27.1      12.8       8.7       5.7       5.4      31.9       0.2       3.4       6.9       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15         8         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    24,587                :
: Positions                                                                                                    :
:   11,763     6,802     2,925     1,951     1,048     1,425     9,400        50     1,395        50     2,120 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:     -100     1,000         0    -1,300       250         0     1,650         0       795      -655       455 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      27.7      11.9       7.9       4.3       5.8      38.2       0.2       5.7       0.2       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         7         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    47,408                :
: Positions                                                                                                    :
:   13,698    32,373     2,227     9,180       503    18,725         0         0     7,205         0         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      170       795         0         0         0       625         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.9      68.3       4.7      19.4       1.1      39.5       0.0       0.0      15.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        10         .         .         .         4         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    47,393                :
: Positions                                                                                                    :
:   14,184    30,270     1,410    10,880       580    18,225         0         0     7,205         0         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:        0       765         0         0         0       525         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.9      63.9       3.0      23.0       1.2      38.5       0.0       0.0      15.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        10         .         .         .         4         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    53,570                :
: Positions                                                                                                    :
:   18,120    44,280     1,820       500     1,945     5,635         0     2,125    19,530       450        25 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    1,465     3,990     1,300      -150      -955         0         0         0     1,075         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.8      82.7       3.4       0.9       3.6      10.5       0.0       4.0      36.5       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14         8         .         .         .         4         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    52,280                :
: Positions                                                                                                    :
:   17,735    42,550     1,015       500     1,965     4,585         0     2,575    19,475       100       100 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    1,465     3,290       770      -630      -465         0         0         0       425         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.9      81.4       1.9       1.0       3.8       8.8       0.0       4.9      37.3       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         7         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    16,820                :
: Positions                                                                                                    :
:   10,070     6,345     1,275       125     1,415         0     6,445         0     1,935       605       500 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:        0         0       -25       125       -95         0         0         0       150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      37.7       7.6       0.7       8.4       0.0      38.3       0.0      11.5       3.6       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         7         .         .         .         0         4         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    16,475                :
: Positions                                                                                                    :
:    9,635     5,810     1,450         0     1,280         0     6,945         0     2,095       605       490 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:        0         0      -150         0        60         0         0         0       150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.5      35.3       8.8       0.0       7.8       0.0      42.2       0.0      12.7       3.7       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         7         .         0         .         0         4         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    55,710                :
: Positions                                                                                                    :
:   29,480    22,330         0     1,900     2,885     2,230    19,735     2,320    13,075     1,250       860 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    1,045     4,825      -335       985      -160       900         0         0     4,200         0      -675 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.9      40.1       0.0       3.4       5.2       4.0      35.4       4.2      23.5       2.2       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        14         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    55,190                :
: Positions                                                                                                    :
:   29,995    21,595       980     1,135     2,790     1,745    19,485     2,695    10,315     1,250     1,500 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    1,045     3,625       430       250       -75       600         0         0     1,800         0      -300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      39.1       1.8       2.1       5.1       3.2      35.3       4.9      18.7       2.3       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        14         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    57,940                :
: Positions                                                                                                    :
:   33,740    18,710         0    12,125     2,680    16,835         0     1,780         0    20,065        90 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      430    -1,250         0       350        -1      -550         0       200         0       780        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.2      32.3       0.0      20.9       4.6      29.1       0.0       3.1       0.0      34.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19         7         0         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    46,850                :
: Positions                                                                                                    :
:   28,650    18,940         0    11,715     1,758    12,585         0     1,780         0    10,925       330 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      530    -1,200         0       300         0      -550         0       200         0       880       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      40.4       0.0      25.0       3.8      26.9       0.0       3.8       0.0      23.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19         8         0         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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   145,877                :
: Positions                                                                                                    :
:   86,632    88,192    19,541       345     6,653         0    14,911     6,289     1,725     4,570     4,120 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    6,973     1,018       310       345      -229         0       975         0    -2,395     2,550     1,305 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.4      60.5      13.4       0.2       4.6       0.0      10.2       4.3       1.2       3.1       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        25         .         .         .         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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   136,492                :
: Positions                                                                                                    :
:   80,908    84,761    23,309         0     5,089         0     7,346     7,304     1,375    13,605     1,200 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    5,045     1,115    -2,110         0       359         0    -1,075       750         0     2,895      -365 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      62.1      17.1       0.0       3.7       0.0       5.4       5.4       1.0      10.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        24         .         0         .         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    37,465                :
: Positions                                                                                                    :
:   15,480    18,255    13,190     9,320       935     2,880     2,075     2,240         0     1,900         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      330       -20      -100         0         0      -250         0       200         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.3      48.7      35.2      24.9       2.5       7.7       5.5       6.0       0.0       5.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        15         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    33,230                :
: Positions                                                                                                    :
:   12,195    16,905    12,140     7,605       630     3,205     1,200     2,545         0     1,900         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      420      -630    -1,200      -100       280        50         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.7      50.9      36.5      22.9       1.9       9.6       3.6       7.7       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 June 18, 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    26,565                :
: Positions                                                                                                    :
:    8,570    13,895         0     8,610     1,925    13,820         0       905         0         0         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:      340       320         0       170      -120       150         0       100         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.3      52.3       0.0      32.4       7.2      52.0       0.0       3.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        11         0         .         .         4         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    92,205                :
: Positions                                                                                                    :
:   57,108    43,063     1,930     5,550     9,855       550    12,250     5,620     1,215         0         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    5,686     4,361       430     1,485       -60      -300       -30       420         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      46.7       2.1       6.0      10.7       0.6      13.3       6.1       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       26        22         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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    78,619                :
: Positions                                                                                                    :
:   46,170    32,459       950    14,021     5,989       375     2,705     9,710     1,115         0         0 :
:                                                                                                              :
: Changes from:     June 11, 2019                                                                              :
:    2,810      -260      -100     2,900      -410         0        70      -120         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      41.3       1.2      17.8       7.6       0.5       3.4      12.4       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        21         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated June 21, 2019