COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    19,827:     6,008     11,843      1,969          0        926        529      1,858        527      6,875      1,521      2,217:      776       935
Old  :    19,827:     6,008     11,843      1,969          0        926        529      1,858        527      6,875      1,521      2,217:      776       935
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :    -1,249:      -757     -1,047       -286          0         44         65        149        -86       -246       -311         92:      -75       -90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.3       59.7        9.9        0.0        4.7        2.7        9.4        2.7       34.7        7.7       11.2:      3.9       4.7
Old  :     100.0:      30.3       59.7        9.9        0.0        4.7        2.7        9.4        2.7       34.7        7.7       11.2:      3.9       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        10         12          5          0          4          .          4          .          7          5          7:
Old  :        35:        10         12          5          0          4          .          4          .          7          5          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       47.9       60.5       66.5       34.2       34.8       46.0       47.1
Old  :                 41.0       47.9       60.5       66.5       34.2       34.8       46.0       47.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    38,410:    19,814     20,320         76      3,322      5,970      4,098        606      2,473        974        398      4,381:      624       940
Old  :    38,410:    19,814     20,320         76      3,322      5,970      4,098        606      2,473        974        398      4,381:      624       940
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       -36:      -434       -757          4         33        -52       -263       -337        -16        -12       -113        606:      131       600
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.6       52.9        0.2        8.6       15.5       10.7        1.6        6.4        2.5        1.0       11.4:      1.6       2.4
Old  :     100.0:      51.6       52.9        0.2        8.6       15.5       10.7        1.6        6.4        2.5        1.0       11.4:      1.6       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        24         24          .          .          .          4          .          7          6          4          9:
Old  :        48:        24         24          .          .          .          4          .          7          6          4          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.8       41.2       63.1       59.1       26.3       22.3       32.1       28.6
Old  :                 40.8       41.2       63.1       59.1       26.3       22.3       32.1       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    39,675:    24,589     35,858      7,748          0      1,647        100      1,496          0      4,750         95        580:      261         0
Old  :    39,675:    24,589     35,858      7,748          0      1,647        100      1,496          0      4,750         95        580:      261         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :    -2,278:    -1,803     -1,846        411          0       -451       -345        -16          0       -525       -130        180:      255       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.0       90.4       19.5        0.0        4.2        0.3        3.8        0.0       12.0        0.2        1.5:      0.7       0.0
Old  :     100.0:      62.0       90.4       19.5        0.0        4.2        0.3        3.8        0.0       12.0        0.2        1.5:      0.7       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        20         17          .          0          .          .          .          0          5          .          5:
Old  :        38:        20         17          .          0          .          .          .          0          5          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       67.5       82.2       85.5       57.6       62.6       72.1       75.2
Old  :                 58.1       67.5       82.2       85.5       57.6       62.6       72.1       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 MWh)                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    28,663:    23,367     25,435        975        630      1,714         59          0         91      1,675        125        650:      132        18
Old  :    28,663:    23,367     25,435        975        630      1,714         59          0         91      1,675        125        650:      132        18
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :    -1,188:       219       -316        475       -536       -475        -64          0         64     -1,350        125        -50:       -7         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.5       88.7        3.4        2.2        6.0        0.2        0.0        0.3        5.8        0.4        2.3:      0.5       0.1
Old  :     100.0:      81.5       88.7        3.4        2.2        6.0        0.2        0.0        0.3        5.8        0.4        2.3:      0.5       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         14          .          .          .          .          0          .          .          .          .:
Old  :        26:        15         14          .          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.8       74.4       87.1       90.6       64.1       71.5       77.6       82.9
Old  :                 67.8       74.4       87.1       90.6       64.1       71.5       77.6       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                                                                  Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   153,190:   120,522    111,464        136     15,788      9,947     10,553        630      5,294        685      3,173      2,932:    3,121     3,962
Old  :   153,190:   120,522    111,464        136     15,788      9,947     10,553        630      5,294        685      3,173      2,932:    3,121     3,962
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,084:    -1,990     -1,421       -791     -1,958        390        280        125       -145        365        -35        239:    2,736     3,889
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       72.8        0.1       10.3        6.5        6.9        0.4        3.5        0.4        2.1        1.9:      2.0       2.6
Old  :     100.0:      78.7       72.8        0.1       10.3        6.5        6.9        0.4        3.5        0.4        2.1        1.9:      2.0       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        27         30          .          .          4          4          .          .          4          4          7:
Old  :        51:        27         30          .          .          4          4          .          .          4          4          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       46.5       64.7       64.4       31.6       33.2       43.0       44.5
Old  :                 41.2       46.5       64.7       64.4       31.6       33.2       43.0       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                                  Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    61,973:    52,310     41,480      3,941     10,146      3,729        981      4,505        162        500      1,550        350:        0        51
Old  :    61,973:    52,310     41,480      3,941     10,146      3,729        981      4,505        162        500      1,550        350:        0        51
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     2,073:     2,391      1,696       -294        -89       -142         93        456       -250        100        225        175:        0         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.4       66.9        6.4       16.4        6.0        1.6        7.3        0.3        0.8        2.5        0.6:      0.0       0.1
Old  :     100.0:      84.4       66.9        6.4       16.4        6.0        1.6        7.3        0.3        0.8        2.5        0.6:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        20         21          .          .          .          4          .          .          .          4          .:
Old  :        43:        20         21          .          .          .          4          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       70.9       84.8       85.5       61.8       60.3       74.0       73.9
Old  :                 63.2       70.9       84.8       85.5       61.8       60.3       74.0       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                              Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    31,999:    27,985     26,095      3,627      5,617         12          0         75          0        375        200          0:        0         0
Old  :    31,999:    27,985     26,095      3,627      5,617         12          0         75          0        375        200          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       450:       225        450          0          0          0          0          0          0        225          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.5       81.5       11.3       17.6        0.0        0.0        0.2        0.0        1.2        0.6        0.0:      0.0       0.0
Old  :     100.0:      87.5       81.5       11.3       17.6        0.0        0.0        0.2        0.0        1.2        0.6        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:         8         14          .          .          .          0          .          0          .          .          0:
Old  :        28:         8         14          .          .          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.7       78.0       98.7       92.8       83.1       68.9       89.0       83.6
Old  :                 85.7       78.0       98.7       92.8       83.1       68.9       89.0       83.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                                                                                                Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    68,499:    42,234     43,305        954     11,201      6,375     16,597        400        626        600      5,217      1,093:       20       282
Old  :    68,499:    42,234     43,305        954     11,201      6,375     16,597        400        626        600      5,217      1,093:       20       282
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       155:       460       -295          0         90       -125       -350          0        175          0        135         -5:        0       180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.7       63.2        1.4       16.4        9.3       24.2        0.6        0.9        0.9        7.6        1.6:      0.0       0.4
Old  :     100.0:      61.7       63.2        1.4       16.4        9.3       24.2        0.6        0.9        0.9        7.6        1.6:      0.0       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        21         20          .          .          4          4          .          .          .          .          .:
Old  :        37:        21         20          .          .          4          4          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       53.9       74.1       75.0       50.1       44.2       60.1       56.1
Old  :                 54.4       53.9       74.1       75.0       50.1       44.2       60.1       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    90,649:    52,208     46,190      1,454     32,339      3,824     28,736      1,280      1,490        800      3,587      1,668:      469       271
Old  :    90,649:    52,208     46,190      1,454     32,339      3,824     28,736      1,280      1,490        800      3,587      1,668:      469       271
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       271:       109       -277         -2         56        174       -100        120        -10          0         10        -10:      110       208
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.6       51.0        1.6       35.7        4.2       31.7        1.4        1.6        0.9        4.0        1.8:      0.5       0.3
Old  :     100.0:      57.6       51.0        1.6       35.7        4.2       31.7        1.4        1.6        0.9        4.0        1.8:      0.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        21         23          .          .          4          4          5          .          .          .          .:
Old  :        41:        21         23          .          .          4          4          5          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       59.3       69.3       77.8       47.9       50.2       60.6       65.4
Old  :                 50.3       59.3       69.3       77.8       47.9       50.2       60.6       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                           Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    77,587:    57,787     54,986     13,931     19,435        995      1,855          0         25        780          0      1,320:      894       826
Old  :    77,587:    57,787     54,986     13,931     19,435        995      1,855          0         25        780          0      1,320:      894       826
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,117:       342        -40        325        535          0          0          0          0         15          0          0:      435       622
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.5       70.9       18.0       25.0        1.3        2.4        0.0        0.0        1.0        0.0        1.7:      1.2       1.1
Old  :     100.0:      74.5       70.9       18.0       25.0        1.3        2.4        0.0        0.0        1.0        0.0        1.7:      1.2       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        24         21          .          .          .          .          0          .          .          0          .:
Old  :        39:        24         21          .          .          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       68.8       73.0       80.5       49.0       68.8       69.1       77.9
Old  :                 50.5       68.8       73.0       80.5       49.0       68.8       69.1       77.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   108,490:    76,867     68,957     24,825     36,646        330      2,055        100         25      1,775         35      1,707:      906       690
Old  :   108,490:    76,867     68,957     24,825     36,646        330      2,055        100         25      1,775         35      1,707:      906       690
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       516:      -281       -302        325        248        -50          0          0          0          5         35          5:      512       580
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.9       63.6       22.9       33.8        0.3        1.9        0.1        0.0        1.6        0.0        1.6:      0.8       0.6
Old  :     100.0:      70.9       63.6       22.9       33.8        0.3        1.9        0.1        0.0        1.6        0.0        1.6:      0.8       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        26         23          .          .          4          .          .          .          .          .          .:
Old  :        43:        26         23          .          .          4          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       66.6       71.8       81.9       49.4       66.5       69.3       80.5
Old  :                 49.7       66.6       71.8       81.9       49.4       66.5       69.3       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    49,525:    36,730     48,390     11,670          0        800          0          0          0         25          0          0:      300       335
Old  :    49,525:    36,730     48,390     11,670          0        800          0          0          0         25          0          0:      300       335
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,490:     1,630      1,460       -170          0         30          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.2       97.7       23.6        0.0        1.6        0.0        0.0        0.0        0.1        0.0        0.0:      0.6       0.7
Old  :     100.0:      74.2       97.7       23.6        0.0        1.6        0.0        0.0        0.0        0.1        0.0        0.0:      0.6       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        19         19          .          0          .          0          0          0          .          0          0:
Old  :        29:        19         19          .          0          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       90.2       89.1       95.5       65.3       86.1       80.9       88.3
Old  :                 67.1       90.2       89.1       95.5       65.3       86.1       80.9       88.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    23,806:    19,718     19,114        635      1,751      2,301          0        600          0        562          0          0:      590        40
Old  :    23,806:    19,718     19,114        635      1,751      2,301          0        600          0        562          0          0:      590        40
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :    -1,408:    -1,900     -1,248        285        -15       -145          0          0          0        352          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.8       80.3        2.7        7.4        9.7        0.0        2.5        0.0        2.4        0.0        0.0:      2.5       0.2
Old  :     100.0:      82.8       80.3        2.7        7.4        9.7        0.0        2.5        0.0        2.4        0.0        0.0:      2.5       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        18         17          .          .          .          0          .          0          .          0          0:
Old  :        26:        18         17          .          .          .          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       57.9       72.3       81.4       29.4       40.9       40.6       48.5
Old  :                 45.9       57.9       72.3       81.4       29.4       40.9       40.6       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                           Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    13,430:     8,135     11,780      3,980          0        100        350      1,500          0        775         50          0:       90         0
Old  :    13,430:     8,135     11,780      3,980          0        100        350      1,500          0        775         50          0:       90         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,320:     1,320       -230          0          0          0          0      1,500          0          0         50          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.6       87.7       29.6        0.0        0.7        2.6       11.2        0.0        5.8        0.4        0.0:      0.7       0.0
Old  :     100.0:      60.6       87.7       29.6        0.0        0.7        2.6       11.2        0.0        5.8        0.4        0.0:      0.7       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12          8          .          0          .          .          .          0          .          .          0:
Old  :        22:        12          8          .          0          .          .          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.4       84.6       79.8       98.5       59.9       76.2       74.2       83.2
Old  :                 63.4       84.6       79.8       98.5       59.9       76.2       74.2       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                             Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    79,809:    58,050     43,781      2,096     14,467      7,434      2,218         80      1,064      5,695      9,915      2,927:      325       141
Old  :    79,809:    58,050     43,781      2,096     14,467      7,434      2,218         80      1,064      5,695      9,915      2,927:      325       141
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,984:       472      1,220       -361       -147        154        931       -535        475         64        582        243:        6        -9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.7       54.9        2.6       18.1        9.3        2.8        0.1        1.3        7.1       12.4        3.7:      0.4       0.2
Old  :     100.0:      72.7       54.9        2.6       18.1        9.3        2.8        0.1        1.3        7.1       12.4        3.7:      0.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        27         29          .          .          .          5          .          5          5          7          9:
Old  :        53:        27         29          .          .          .          5          .          5          5          7          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       56.4       62.6       71.1       23.0       37.9       35.8       42.4
Old  :                 39.4       56.4       62.6       71.1       23.0       37.9       35.8       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    22,676:    19,301     13,079        350      4,006        559      1,025          0        525          0      3,565        600:      316       342
Old  :    22,676:    19,301     13,079        350      4,006        559      1,025          0        525          0      3,565        600:      316       342
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,985:       585      1,635       -350          0        250        975       -525        525          0        100          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.1       57.7        1.5       17.7        2.5        4.5        0.0        2.3        0.0       15.7        2.6:      1.4       1.5
Old  :     100.0:      85.1       57.7        1.5       17.7        2.5        4.5        0.0        2.3        0.0       15.7        2.6:      1.4       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         17          .          .          .          .          0          .          0          .          .:
Old  :        28:        16         17          .          .          .          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       47.6       70.4       70.8       39.5       38.9       54.2       51.4
Old  :                 49.1       47.6       70.4       70.8       39.5       38.9       54.2       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    61,928:    50,828     59,538      8,350         75      2,040          0          0          0        510         25         25:      175       225
Old  :    61,928:    50,828     59,538      8,350         75      2,040          0          0          0        510         25         25:      175       225
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,170:     1,195      1,050        -65         75         -5          0          0          0          0         25         25:       20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.1       96.1       13.5        0.1        3.3        0.0        0.0        0.0        0.8        0.0        0.0:      0.3       0.4
Old  :     100.0:      82.1       96.1       13.5        0.1        3.3        0.0        0.0        0.0        0.8        0.0        0.0:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        19         21          .          .          .          0          0          0          .          .          .:
Old  :        34:        19         21          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       81.1       88.5       92.8       60.3       78.7       77.1       82.3
Old  :                 64.8       81.1       88.5       92.8       60.3       78.7       77.1       82.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    36,095:    30,932     21,913        229     10,303      1,888      1,200      1,430          0        872        148        167:      807       246
Old  :    36,095:    30,932     21,913        229     10,303      1,888      1,200      1,430          0        872        148        167:      807       246
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :      -788:      -610     -1,198          0        275       -190          0        140          0        -10        123         32:      -10        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.7       60.7        0.6       28.5        5.2        3.3        4.0        0.0        2.4        0.4        0.5:      2.2       0.7
Old  :     100.0:      85.7       60.7        0.6       28.5        5.2        3.3        4.0        0.0        2.4        0.4        0.5:      2.2       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        17         20          .          .          .          .          4          0          .          .          .:
Old  :        33:        17         20          .          .          .          .          4          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       49.0       78.0       72.0       38.8       43.7       48.9       53.5
Old  :                 55.4       49.0       78.0       72.0       38.8       43.7       48.9       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                                Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    69,887:    56,442     65,347      5,058        535      3,495         25          0          0      2,954        200          0:    1,913       310
Old  :    69,887:    56,442     65,347      5,058        535      3,495         25          0          0      2,954        200          0:    1,913       310
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :        40:    -1,375         30         50          0          0          0          0          0        -80          0          0:    1,445        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.8       93.5        7.2        0.8        5.0        0.0        0.0        0.0        4.2        0.3        0.0:      2.7       0.4
Old  :     100.0:      80.8       93.5        7.2        0.8        5.0        0.0        0.0        0.0        4.2        0.3        0.0:      2.7       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        20         17          .          .          .          .          0          0          .          .          0:
Old  :        30:        20         17          .          .          .          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       89.1       74.7       96.9       52.4       83.7       68.0       85.2
Old  :                 56.5       89.1       74.7       96.9       52.4       83.7       68.0       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    77,066:    61,767     67,506      6,785      3,210      2,390         25          0          0      3,791      3,800         60:    2,248       100
Old  :    77,066:    61,767     67,506      6,785      3,210      2,390         25          0          0      3,791      3,800         60:    2,248       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       740:      -925        725          0          0          0          0          0          0        250          0          0:    1,415        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.1       87.6        8.8        4.2        3.1        0.0        0.0        0.0        4.9        4.9        0.1:      2.9       0.1
Old  :     100.0:      80.1       87.6        8.8        4.2        3.1        0.0        0.0        0.0        4.9        4.9        0.1:      2.9       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        20         18          .          .          .          .          0          0          .          .          .:
Old  :        32:        20         18          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       79.1       74.4       95.0       48.4       73.1       63.3       80.3
Old  :                 54.0       79.1       74.4       95.0       48.4       73.1       63.3       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    95,157:    77,672     85,793     10,896      3,164      2,547        788          0        407      1,689      2,105      1,081:       77        60
Old  :    95,157:    77,672     85,793     10,896      3,164      2,547        788          0        407      1,689      2,105      1,081:       77        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       945:       599       -647       -115       -155         85         -5          0          5       -307        930        707:      -24        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.6       90.2       11.5        3.3        2.7        0.8        0.0        0.4        1.8        2.2        1.1:      0.1       0.1
Old  :     100.0:      81.6       90.2       11.5        3.3        2.7        0.8        0.0        0.4        1.8        2.2        1.1:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        18         24          .          .          .          .          0          .          .          .          4:
Old  :        39:        18         24          .          .          .          .          0          .          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.5       53.9       79.3       78.9       63.7       50.8       74.3       68.6
Old  :                 64.5       53.9       79.3       78.9       63.7       50.8       74.3       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   121,798:    99,364    103,561     11,267      3,771      4,360        201      1,308        934      2,646      5,013      2,831:      196        21
Old  :   121,798:    99,364    103,561     11,267      3,771      4,360        201      1,308        934      2,646      5,013      2,831:      196        21
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,479:        87     -1,819       -134         32         37         75        206         25        -96      1,508      1,486:       -1         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.6       85.0        9.3        3.1        3.6        0.2        1.1        0.8        2.2        4.1        2.3:      0.2       0.0
Old  :     100.0:      81.6       85.0        9.3        3.1        3.6        0.2        1.1        0.8        2.2        4.1        2.3:      0.2       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        18         26          .          .          .          .          5          .          .          7          4:
Old  :        53:        18         26          .          .          .          .          5          .          .          7          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       50.0       75.8       74.3       55.9       47.9       66.8       61.8
Old  :                 59.0       50.0       75.8       74.3       55.9       47.9       66.8       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                                                                        Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    58,825:    48,945     51,135      6,190        880      3,390          0      1,250        300          0      1,825          0:        0        45
Old  :    58,825:    48,945     51,135      6,190        880      3,390          0      1,250        300          0      1,825          0:        0        45
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     2,600:     2,580      1,150       -580        375        525          0          0         75          0        475          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.2       86.9       10.5        1.5        5.8        0.0        2.1        0.5        0.0        3.1        0.0:      0.0       0.1
Old  :     100.0:      83.2       86.9       10.5        1.5        5.8        0.0        2.1        0.5        0.0        3.1        0.0:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        16         13          .          .          .          0          .          .          0          6          0:
Old  :        31:        16         13          .          .          .          0          .          .          0          6          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.6       81.7       96.4       91.9       80.1       78.6       91.0       87.1
Old  :                 82.6       81.7       96.4       91.9       80.1       78.6       91.0       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :25MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    43,905:    37,505     41,405      5,200          0      1,200          0          0          0          0      1,300          0:        0         0
Old  :    43,905:    37,505     41,405      5,200          0      1,200          0          0          0          0      1,300          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,875:     1,950      1,350       -150          0         75          0          0          0          0        450          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.4       94.3       11.8        0.0        2.7        0.0        0.0        0.0        0.0        3.0        0.0:      0.0       0.0
Old  :     100.0:      85.4       94.3       11.8        0.0        2.7        0.0        0.0        0.0        0.0        3.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        10          8          .          0          .          0          0          0          0          5          0:
Old  :        23:        10          8          .          0          .          0          0          0          0          5          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.2       94.6       98.0       97.7       81.2       91.8       95.0       94.4
Old  :                 81.2       94.6       98.0       97.7       81.2       91.8       95.0       94.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    56,556:    43,901     52,845      7,156          0      2,678        750         60        350        779        442         67:      875       114
Old  :    56,556:    43,901     52,845      7,156          0      2,678        750         60        350        779        442         67:      875       114
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       180:      -251        131        -77          0         10        -50          0          0        115        -55          0:      433        94
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.6       93.4       12.7        0.0        4.7        1.3        0.1        0.6        1.4        0.8        0.1:      1.5       0.2
Old  :     100.0:      77.6       93.4       12.7        0.0        4.7        1.3        0.1        0.6        1.4        0.8        0.1:      1.5       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        18         20          .          0          .          .          .          .          .          .          .:
Old  :        29:        18         20          .          0          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       80.8       74.8       89.3       41.1       74.9       61.6       77.6
Old  :                 49.9       80.8       74.8       89.3       41.1       74.9       61.6       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    53,932:    34,623     49,599      6,700        375      1,883      7,735          0      1,155        870        121        491:      475       308
Old  :    53,932:    34,623     49,599      6,700        375      1,883      7,735          0      1,155        870        121        491:      475       308
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :      -584:       599     -1,175     -1,711          0        454        -75          0          0         66        121       -118:      201       134
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.2       92.0       12.4        0.7        3.5       14.3        0.0        2.1        1.6        0.2        0.9:      0.9       0.6
Old  :     100.0:      64.2       92.0       12.4        0.7        3.5       14.3        0.0        2.1        1.6        0.2        0.9:      0.9       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        20         21          .          .          .          4          0          .          .          .          .:
Old  :        32:        20         21          .          .          .          4          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       65.8       78.6       79.4       53.3       61.2       70.5       73.2
Old  :                 57.1       65.8       78.6       79.4       53.3       61.2       70.5       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    36,006:    17,734     34,830     15,335          0         88          0        250         80      1,850          0        360:      559       398
Old  :    36,006:    17,734     34,830     15,335          0         88          0        250         80      1,850          0        360:      559       398
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,215:    -1,450        540        132          0          0          0        -10          0      1,680          0        360:      493       325
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.3       96.7       42.6        0.0        0.2        0.0        0.7        0.2        5.1        0.0        1.0:      1.6       1.1
Old  :     100.0:      49.3       96.7       42.6        0.0        0.2        0.0        0.7        0.2        5.1        0.0        1.0:      1.6       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         12          4          0          .          0          .          .          .          0          .:
Old  :        24:        13         12          4          0          .          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       82.4       77.3       96.0       57.3       80.1       75.1       89.4
Old  :                 58.0       82.4       77.3       96.0       57.3       80.1       75.1       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    33,035:    17,948     31,960     12,417          0         65          0        320          0      1,810          0        360:      435       330
Old  :    33,035:    17,948     31,960     12,417          0         65          0        320          0      1,810          0        360:      435       330
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,310:    -1,160        700         60          0          0          0        -60          0      1,680          0        360:      370       310
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.3       96.7       37.6        0.0        0.2        0.0        1.0        0.0        5.5        0.0        1.1:      1.3       1.0
Old  :     100.0:      54.3       96.7       37.6        0.0        0.2        0.0        1.0        0.0        5.5        0.0        1.1:      1.3       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         11          4          0          .          0          .          0          .          0          .:
Old  :        24:        13         11          4          0          .          0          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       83.3       79.3       96.1       56.7       80.8       76.9       89.5
Old  :                 58.0       83.3       79.3       96.1       56.7       80.8       76.9       89.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    30,065:    25,047     26,218      2,813        150        807        823        990          0         60      1,470         95:      420       335
Old  :    30,065:    25,047     26,218      2,813        150        807        823        990          0         60      1,470         95:      420       335
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,374:       809        304        182        -20       -115        110         75        -75         60      1,155         30:      373        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.3       87.2        9.4        0.5        2.7        2.7        3.3        0.0        0.2        4.9        0.3:      1.4       1.1
Old  :     100.0:      83.3       87.2        9.4        0.5        2.7        2.7        3.3        0.0        0.2        4.9        0.3:      1.4       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        18         19          .          .          .          .          .          0          .          4          .:
Old  :        36:        18         19          .          .          .          .          .          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.3       56.4       87.4       72.8       70.9       55.6       83.6       71.6
Old  :                 73.3       56.4       87.4       72.8       70.9       55.6       83.6       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    24,266:    19,983     20,772      2,865          0         80         50      1,325         50          0      1,065          0:    1,238       974
Old  :    24,266:    19,983     20,772      2,865          0         80         50      1,325         50          0      1,065          0:    1,238       974
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,932:     1,458       -157       -194          0          0        -50        525         50          0        740          0:      668       774
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.3       85.6       11.8        0.0        0.3        0.2        5.5        0.2        0.0        4.4        0.0:      5.1       4.0
Old  :     100.0:      82.3       85.6       11.8        0.0        0.3        0.2        5.5        0.2        0.0        4.4        0.0:      5.1       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        11         15          .          0          .          .          .          .          0          .          0:
Old  :        25:        11         15          .          0          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.5       66.3       92.0       80.0       80.2       62.5       87.8       75.5
Old  :                 80.5       66.3       92.0       80.0       80.2       62.5       87.8       75.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    50,424:    38,388     31,850      3,604     11,036        724      2,858      3,633        970      1,842        265      1,770:      268       176
Old  :    50,424:    38,388     31,850      3,604     11,036        724      2,858      3,633        970      1,842        265      1,770:      268       176
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       773:    -3,130     -1,350        116        153        264        270         52        -10      1,337       -250      1,770:      156       144
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.1       63.2        7.1       21.9        1.4        5.7        7.2        1.9        3.7        0.5        3.5:      0.5       0.3
Old  :     100.0:      76.1       63.2        7.1       21.9        1.4        5.7        7.2        1.9        3.7        0.5        3.5:      0.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        20         24          .          .          .          .          .          .          5          .          .:
Old  :        40:        20         24          .          .          .          .          .          .          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       51.5       75.8       68.8       41.6       50.1       52.6       59.3
Old  :                 52.9       51.5       75.8       68.8       41.6       50.1       52.6       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    40,102:    35,037     20,360      1,408     13,108      1,460        880        318        382          0      3,609        375:      560       490
Old  :    40,102:    35,037     20,360      1,408     13,108      1,460        880        318        382          0      3,609        375:      560       490
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       518:       146     -4,386       -438        100        450          0        160       -160          0      3,609        375:      145       370
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.4       50.8        3.5       32.7        3.6        2.2        0.8        1.0        0.0        9.0        0.9:      1.4       1.2
Old  :     100.0:      87.4       50.8        3.5       32.7        3.6        2.2        0.8        1.0        0.0        9.0        0.9:      1.4       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         17          .          .          .          .          .          .          0          .          .:
Old  :        30:        19         17          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.3       64.0       81.6       82.2       51.4       61.2       63.2       70.6
Old  :                 65.3       64.0       81.6       82.2       51.4       61.2       63.2       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                      Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    17,804:    10,096     15,983      5,882          0      1,571        100         25         50          0        175          0:      105         0
Old  :    17,804:    10,096     15,983      5,882          0      1,571        100         25         50          0        175          0:      105         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :      -657:      -910        -27      1,038          0       -755        -25         25         25          0         75          0:      -30         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.7       89.8       33.0        0.0        8.8        0.6        0.1        0.3        0.0        1.0        0.0:      0.6       0.0
Old  :     100.0:      56.7       89.8       33.0        0.0        8.8        0.6        0.1        0.3        0.0        1.0        0.0:      0.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         12          .          0          .          .          .          .          0          .          0:
Old  :        23:        11         12          .          0          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.1       84.0       91.0       93.9       66.3       78.8       79.8       84.5
Old  :                 75.1       84.0       91.0       93.9       66.3       78.8       79.8       84.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                 Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    14,862:    11,138     12,530      1,444        205        570          0        100          0        880        125        750:       80       582
Old  :    14,862:    11,138     12,530      1,444        205        570          0        100          0        880        125        750:       80       582
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       270:       190       -337        100          0          0          0          0          0       -100         25          0:       80       582
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.9       84.3        9.7        1.4        3.8        0.0        0.7        0.0        5.9        0.8        5.0:      0.5       3.9
Old  :     100.0:      74.9       84.3        9.7        1.4        3.8        0.0        0.7        0.0        5.9        0.8        5.0:      0.5       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12          8          .          .          .          0          .          0          .          .          .:
Old  :        22:        12          8          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       81.8       84.6       92.1       47.4       78.0       72.9       81.6
Old  :                 54.5       81.8       84.6       92.1       47.4       78.0       72.9       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                    Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,351:    13,689     12,715      1,276          5        718          0      1,850          0        280        125      1,075:      313       863
Old  :    17,351:    13,689     12,715      1,276          5        718          0      1,850          0        280        125      1,075:      313       863
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       320:         7       -718        100          0          0          0         50          0       -200         25        100:      313       863
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.9       73.3        7.4        0.0        4.1        0.0       10.7        0.0        1.6        0.7        6.2:      1.8       5.0
Old  :     100.0:      78.9       73.3        7.4        0.0        4.1        0.0       10.7        0.0        1.6        0.7        6.2:      1.8       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         10          .          .          .          0          .          0          .          .          .:
Old  :        24:        12         10          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       79.0       82.1       88.1       48.8       74.9       72.2       78.4
Old  :                 54.2       79.0       82.1       88.1       48.8       74.9       72.2       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,332:    12,426     15,323      8,875      4,768        125          0         25          0        925      1,635        705:      276       751
Old  :    23,332:    12,426     15,323      8,875      4,768        125          0         25          0        925      1,635        705:      276       751
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :        -5:       -23       -315        -85       -399          0          0          0          0          0          0          0:      103       709
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.3       65.7       38.0       20.4        0.5        0.0        0.1        0.0        4.0        7.0        3.0:      1.2       3.2
Old  :     100.0:      53.3       65.7       38.0       20.4        0.5        0.0        0.1        0.0        4.0        7.0        3.0:      1.2       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         14          .          .          .          0          .          0          .          .          .:
Old  :        28:        15         14          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.9       51.0       86.5       81.9       67.7       46.0       78.6       72.1
Old  :                 68.9       51.0       86.5       81.9       67.7       46.0       78.6       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                          Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    22,262:    11,518     14,330      8,913      4,738        125          0         25          0        780      1,585        660:      266       799
Old  :    22,262:    11,518     14,330      8,913      4,738        125          0         25          0        780      1,585        660:      266       799
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :        -5:         1       -365        -85       -399          0          0          0          0          0          0          0:       79       759
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.7       64.4       40.0       21.3        0.6        0.0        0.1        0.0        3.5        7.1        3.0:      1.2       3.6
Old  :     100.0:      51.7       64.4       40.0       21.3        0.6        0.0        0.1        0.0        3.5        7.1        3.0:      1.2       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         11          .          .          .          0          .          0          .          .          .:
Old  :        26:        14         11          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.1       50.2       87.5       82.7       68.8       47.3       80.1       73.0
Old  :                 72.1       50.2       87.5       82.7       68.8       47.3       80.1       73.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    58,264:    36,602     53,299     10,695          0      2,490        650         25         25      5,365        375      1,445:      992       605
Old  :    58,264:    36,602     53,299     10,695          0      2,490        650         25         25      5,365        375      1,445:      992       605
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :      -105:      -806       -910       -250          0        200          0          0          0         25          0          0:      726       605
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.8       91.5       18.4        0.0        4.3        1.1        0.0        0.0        9.2        0.6        2.5:      1.7       1.0
Old  :     100.0:      62.8       91.5       18.4        0.0        4.3        1.1        0.0        0.0        9.2        0.6        2.5:      1.7       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        18         14          4          0          .          .          .          .          .          .          .:
Old  :        32:        18         14          4          0          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       82.2       79.8       94.8       54.4       75.5       71.6       82.1
Old  :                 60.9       82.2       79.8       94.8       54.4       75.5       71.6       82.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    57,920:    36,658     53,430     10,634          0      2,045        650         25         25      5,815        865        955:    1,138       575
Old  :    57,920:    36,658     53,430     10,634          0      2,045        650         25         25      5,815        865        955:    1,138       575
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       -80:      -960       -845       -200          0        200          0          0          0         25          0          0:      855       565
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.3       92.2       18.4        0.0        3.5        1.1        0.0        0.0       10.0        1.5        1.6:      2.0       1.0
Old  :     100.0:      63.3       92.2       18.4        0.0        3.5        1.1        0.0        0.0       10.0        1.5        1.6:      2.0       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        18         14          4          0          .          .          .          .          .          .          .:
Old  :        32:        18         14          4          0          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       83.7       79.6       93.8       57.0       76.9       72.9       83.0
Old  :                 61.3       83.7       79.6       93.8       57.0       76.9       72.9       83.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   126,778:   110,174     86,933      8,960     21,572      1,466      1,005      1,225        335      4,130     13,255        390:      318     1,602
Old  :   126,778:   110,174     86,933      8,960     21,572      1,466      1,005      1,225        335      4,130     13,255        390:      318     1,602
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,678:     1,714        107          0         15        -55          0          0          0       -110        185         50:       79     1,376
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.9       68.6        7.1       17.0        1.2        0.8        1.0        0.3        3.3       10.5        0.3:      0.3       1.3
Old  :     100.0:      86.9       68.6        7.1       17.0        1.2        0.8        1.0        0.3        3.3       10.5        0.3:      0.3       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        33         24          .          4          .          .          .          .          5          .          4:
Old  :        52:        33         24          .          4          .          .          .          .          5          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       49.3       64.0       77.2       43.4       47.4       57.3       63.8
Old  :                 43.4       49.3       64.0       77.2       43.4       47.4       57.3       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :352 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   143,265:   125,926     94,027     10,450     26,953        517      1,425        855        825      2,655     15,580        890:      577     3,618
Old  :   143,265:   125,926     94,027     10,450     26,953        517      1,425        855        825      2,655     15,580        890:      577     3,618
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     4,424:     4,088       -476          0        153        -26        -50        -35          0       -175      1,300        150:      437     3,358
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.9       65.6        7.3       18.8        0.4        1.0        0.6        0.6        1.9       10.9        0.6:      0.4       2.5
Old  :     100.0:      87.9       65.6        7.3       18.8        0.4        1.0        0.6        0.6        1.9       10.9        0.6:      0.4       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        35         26          .          4          .          .          .          .          4          4          .:
Old  :        56:        35         26          .          4          .          .          .          .          4          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       47.3       65.2       76.4       45.0       42.5       59.3       67.6
Old  :                 45.2       47.3       65.2       76.4       45.0       42.5       59.3       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                            Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   375,007:   234,335    252,749     25,698     12,362     48,292     11,592     13,211     25,544     11,334      7,530     14,898:    3,314       421
Old  :   375,007:   234,335    252,749     25,698     12,362     48,292     11,592     13,211     25,544     11,334      7,530     14,898:    3,314       421
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :    21,158:    12,439     13,557     -2,326      1,095      2,830     -1,556          5       -299      4,863        882      2,787:    2,420       302
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.5       67.4        6.9        3.3       12.9        3.1        3.5        6.8        3.0        2.0        4.0:      0.9       0.1
Old  :     100.0:      62.5       67.4        6.9        3.3       12.9        3.1        3.5        6.8        3.0        2.0        4.0:      0.9       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        88:        37         36          .          .          4          8         12         11         12          8         12:
Old  :        88:        37         36          .          .          4          8         12         11         12          8         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       38.9       57.1       60.8       19.5       19.9       28.3       27.6
Old  :                 38.1       38.9       57.1       60.8       19.5       19.9       28.3       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    21,550:    13,604     18,835      2,750        415        525        530          0          0      3,385          0        150:      606     1,625
Old  :    21,550:    13,604     18,835      2,750        415        525        530          0          0      3,385          0        150:      606     1,625
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :        70:      -450     -1,595          0         50          0         25          0          0        -10          0         10:      495     1,605
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.1       87.4       12.8        1.9        2.4        2.5        0.0        0.0       15.7        0.0        0.7:      2.8       7.5
Old  :     100.0:      63.1       87.4       12.8        1.9        2.4        2.5        0.0        0.0       15.7        0.0        0.7:      2.8       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        17          6          .          .          .          .          0          0          .          0          .:
Old  :        24:        17          6          .          .          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       86.1       75.7       92.2       51.3       77.9       73.6       81.5
Old  :                 51.6       86.1       75.7       92.2       51.3       77.9       73.6       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    20,394:    12,587     17,581      2,932          0        572          0        815         10      3,915          0         75:      303     1,341
Old  :    20,394:    12,587     17,581      2,932          0        572          0        815         10      3,915          0         75:      303     1,341
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :        40:       -44     -1,341        -50          0         50          0          0          0        -10          0          0:       94     1,331
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.7       86.2       14.4        0.0        2.8        0.0        4.0        0.0       19.2        0.0        0.4:      1.5       6.6
Old  :     100.0:      61.7       86.2       14.4        0.0        2.8        0.0        4.0        0.0       19.2        0.0        0.4:      1.5       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        15          8          .          0          .          0          .          .          .          0          .:
Old  :        23:        15          8          .          0          .          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       85.5       78.1       92.7       54.6       79.1       76.0       82.4
Old  :                 54.6       85.5       78.1       92.7       54.6       79.1       76.0       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                                                              Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    39,974:    31,739     29,224      2,295      2,975        175          0      1,915      1,190          0          0          0:    4,575     4,495
Old  :    39,974:    31,739     29,224      2,295      2,975        175          0      1,915      1,190          0          0          0:    4,575     4,495
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       655:       425        885       -110       -120         40          0       -450        200          0          0          0:      100       100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       73.1        5.7        7.4        0.4        0.0        4.8        3.0        0.0        0.0        0.0:     11.4      11.2
Old  :     100.0:      79.4       73.1        5.7        7.4        0.4        0.0        4.8        3.0        0.0        0.0        0.0:     11.4      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15         19          .          .          .          0          .          .          0          0          0:
Old  :        25:        15         19          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.6       43.9       83.1       69.1       69.4       42.0       71.3       61.2
Old  :                 73.6       43.9       83.1       69.1       69.4       42.0       71.3       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                                                                                             Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,612:    29,712     26,630      1,745      2,980        185          0      2,015        535          0          0          0:    3,435     3,267
Old  :    35,612:    29,712     26,630      1,745      2,980        185          0      2,015        535          0          0          0:    3,435     3,267
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :      -270:       -65        -75       -110          0        -10          0       -100          0          0          0          0:      -85       -85
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.4       74.8        4.9        8.4        0.5        0.0        5.7        1.5        0.0        0.0        0.0:      9.6       9.2
Old  :     100.0:      83.4       74.8        4.9        8.4        0.5        0.0        5.7        1.5        0.0        0.0        0.0:      9.6       9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         19          .          .          .          0          .          .          0          0          0:
Old  :        23:        13         19          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.8       42.7       86.6       72.1       74.9       42.2       78.4       65.7
Old  :                 77.8       42.7       86.6       72.1       74.9       42.2       78.4       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                                                                                                   Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    25,563:     7,343     17,956     13,083      1,650      1,365        500      1,660        355        600          0        200:    2,117     2,377
Old  :    25,563:     7,343     17,956     13,083      1,650      1,365        500      1,660        355        600          0        200:    2,117     2,377
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,450:       175      1,450      1,275          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       70.2       51.2        6.5        5.3        2.0        6.5        1.4        2.3        0.0        0.8:      8.3       9.3
Old  :     100.0:      28.7       70.2       51.2        6.5        5.3        2.0        6.5        1.4        2.3        0.0        0.8:      8.3       9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11         10          .          .          .          .          .          .          .          0          .:
Old  :        21:        11         10          .          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.4       62.1       86.7       83.3       71.9       59.3       77.1       76.5
Old  :                 76.4       62.1       86.7       83.3       71.9       59.3       77.1       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                                                                                                       Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    26,789:    14,624      9,213      1,394      5,280      3,408          0      1,525      6,505          0          0          0:      858       858
Old  :    26,789:    14,624      9,213      1,394      5,280      3,408          0      1,525      6,505          0          0          0:      858       858
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,775:     1,053        383        660      1,800       -600          0       -470        645          0          0          0:       17        17
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.6       34.4        5.2       19.7       12.7        0.0        5.7       24.3        0.0        0.0        0.0:      3.2       3.2
Old  :     100.0:      54.6       34.4        5.2       19.7       12.7        0.0        5.7       24.3        0.0        0.0        0.0:      3.2       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12         15          .          .          .          0          .          .          0          0          0:
Old  :        21:        12         15          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       65.0       84.2       82.7       34.3       33.2       40.3       40.1
Old  :                 67.6       65.0       84.2       82.7       34.3       33.2       40.3       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    77,123:    25,888     29,428     19,633     24,645      1,260     12,510      4,970      2,250      1,495          0      2,055:   12,032    12,515
Old  :    77,123:    25,888     29,428     19,633     24,645      1,260     12,510      4,970      2,250      1,495          0      2,055:   12,032    12,515
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     4,315:     1,895      2,295       -140       -540      1,225        540          0        495       -540          0        600:      240       240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.6       38.2       25.5       32.0        1.6       16.2        6.4        2.9        1.9        0.0        2.7:     15.6      16.2
Old  :     100.0:      33.6       38.2       25.5       32.0        1.6       16.2        6.4        2.9        1.9        0.0        2.7:     15.6      16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         21          .          .          .          .          .          .          .          0          .:
Old  :        30:        15         21          .          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       41.4       79.1       57.2       61.1       41.4       66.1       55.5
Old  :                 67.5       41.4       79.1       57.2       61.1       41.4       66.1       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    74,413:    26,942     25,076     17,820     25,525      1,310     11,425      5,120      2,355        105          0      3,295:   11,161    11,732
Old  :    74,413:    26,942     25,076     17,820     25,525      1,310     11,425      5,120      2,355        105          0      3,295:   11,161    11,732
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     4,145:     1,995      2,335       -260       -600      1,015        540          0        495       -540          0        600:      300       300
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.2       33.7       23.9       34.3        1.8       15.4        6.9        3.2        0.1        0.0        4.4:     15.0      15.8
Old  :     100.0:      36.2       33.7       23.9       34.3        1.8       15.4        6.9        3.2        0.1        0.0        4.4:     15.0      15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        16         20          .          .          .          .          .          .          .          0          .:
Old  :        30:        16         20          .          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.4       44.5       78.6       59.2       59.3       43.9       63.9       55.9
Old  :                 66.4       44.5       78.6       59.2       59.3       43.9       63.9       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    25,867:    14,143      6,157      3,815      3,076      1,156        745      8,530        730        300      1,765      1,115:    3,863     3,338
Old  :    25,867:    14,143      6,157      3,815      3,076      1,156        745      8,530        730        300      1,765      1,115:    3,863     3,338
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :        75:        99         74          0       -150          0        150          0          0          0        325       -250:       76        76
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.7       23.8       14.7       11.9        4.5        2.9       33.0        2.8        1.2        6.8        4.3:     14.9      12.9
Old  :     100.0:      54.7       23.8       14.7       11.9        4.5        2.9       33.0        2.8        1.2        6.8        4.3:     14.9      12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16          8          .          .          .          .          .          .          .          .          .:
Old  :        27:        16          8          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       68.4       65.8       81.6       42.4       61.0       61.0       71.8
Old  :                 43.9       68.4       65.8       81.6       42.4       61.0       61.0       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    24,212:    12,463      5,837      3,375      3,186        863        745      7,915        730        600        915      1,665:    3,771     3,101
Old  :    24,212:    12,463      5,837      3,375      3,186        863        745      7,915        730        600        915      1,665:    3,771     3,101
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :        50:        99         74          0       -150          0        150          0          0          0        325       -275:       76        76
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.5       24.1       13.9       13.2        3.6        3.1       32.7        3.0        2.5        3.8        6.9:     15.6      12.8
Old  :     100.0:      51.5       24.1       13.9       13.2        3.6        3.1       32.7        3.0        2.5        3.8        6.9:     15.6      12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15          6          .          .          .          .          .          .          .          .          .:
Old  :        25:        15          6          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       68.6       67.0       82.7       40.2       63.1       59.4       70.4
Old  :                 43.0       68.6       67.0       82.7       40.2       63.1       59.4       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    45,123:    14,952     29,747      2,152      9,580        469     15,260          0         25      7,205          0          0:    5,060     5,302
Old  :    45,123:    14,952     29,747      2,152      9,580        469     15,260          0         25      7,205          0          0:    5,060     5,302
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,860:       390      1,860        160          0          0      1,310          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.1       65.9        4.8       21.2        1.0       33.8        0.0        0.1       16.0        0.0        0.0:     11.2      11.8
Old  :     100.0:      33.1       65.9        4.8       21.2        1.0       33.8        0.0        0.1       16.0        0.0        0.0:     11.2      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        11         15          .          .          .          4          0          .          .          0          0:
Old  :        26:        11         15          .          .          .          4          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       76.0       77.2       84.8       56.1       76.0       72.4       80.8
Old  :                 58.3       76.0       77.2       84.8       56.1       76.0       72.4       80.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    44,910:    15,474     27,495      1,285     11,255        515     14,900          0         25      7,205          0          0:    5,506     5,620
Old  :    44,910:    15,474     27,495      1,285     11,255        515     14,900          0         25      7,205          0          0:    5,506     5,620
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,320:         0      1,200         10        120          0      1,310          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.5       61.2        2.9       25.1        1.1       33.2        0.0        0.1       16.0        0.0        0.0:     12.3      12.5
Old  :     100.0:      34.5       61.2        2.9       25.1        1.1       33.2        0.0        0.1       16.0        0.0        0.0:     12.3      12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         9         11          .          .          .          4          0          .          .          0          0:
Old  :        24:         9         11          .          .          .          4          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       78.3       79.2       85.7       57.6       78.3       77.3       84.3
Old  :                 58.2       78.3       79.2       85.7       57.6       78.3       77.3       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    51,855:    17,485     41,925      1,220        600      2,855      5,495          0      2,160     18,720        400         50:    3,870     3,865
Old  :    51,855:    17,485     41,925      1,220        600      2,855      5,495          0      2,160     18,720        400         50:    3,870     3,865
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     2,325:     1,255        955     -1,100        600        600      1,200          0          0        200          0          0:      170       170
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.7       80.9        2.4        1.2        5.5       10.6        0.0        4.2       36.1        0.8        0.1:      7.5       7.5
Old  :     100.0:      33.7       80.9        2.4        1.2        5.5       10.6        0.0        4.2       36.1        0.8        0.1:      7.5       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        14          9          .          .          .          5          0          .          .          .          .:
Old  :        31:        14          9          .          .          .          5          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       79.0       78.2       88.9       54.3       74.6       69.6       78.6
Old  :                 58.2       79.0       78.2       88.9       54.3       74.6       69.6       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    51,260:    17,060     40,740        370        610      2,850      4,520         50      2,610     19,280         50        150:    4,420     4,200
Old  :    51,260:    17,060     40,740        370        610      2,850      4,520         50      2,610     19,280         50        150:    4,420     4,200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     2,355:     1,255        955     -1,090        610        660      1,200          0          0        200          0          0:      130       130
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.3       79.5        0.7        1.2        5.6        8.8        0.1        5.1       37.6        0.1        0.3:      8.6       8.2
Old  :     100.0:      33.3       79.5        0.7        1.2        5.6        8.8        0.1        5.1       37.6        0.1        0.3:      8.6       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        14          8          .          .          .          4          .          .          .          .          .:
Old  :        30:        14          8          .          .          .          4          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       77.7       78.1       88.9       54.5       73.7       69.8       77.2
Old  :                 59.1       77.7       78.1       88.9       54.5       73.7       69.8       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                                                                                                          Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,775:    10,990      6,695      1,350        360      1,535          0      6,625          0      1,745        660        540:    1,615     1,360
Old  :    17,775:    10,990      6,695      1,350        360      1,535          0      6,625          0      1,745        660        540:    1,615     1,360
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :         0:         0          0          0        -60        100          0         60          0          0          0          0:     -100      -100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.8       37.7        7.6        2.0        8.6        0.0       37.3        0.0        9.8        3.7        3.0:      9.1       7.7
Old  :     100.0:      61.8       37.7        7.6        2.0        8.6        0.0       37.3        0.0        9.8        3.7        3.0:      9.1       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        14         11          .          .          .          0          4          0          .          .          .:
Old  :        25:        14         11          .          .          .          0          4          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       48.3       77.7       78.5       49.3       46.9       65.5       68.0
Old  :                 53.4       48.3       77.7       78.5       49.3       46.9       65.5       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                                                                                                         Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,315:    10,430      6,105      1,350         10      1,545          0      7,125          0      1,925        660        510:    1,555     1,360
Old  :    17,315:    10,430      6,105      1,350         10      1,545          0      7,125          0      1,925        660        510:    1,555     1,360
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :         0:         0          0          0        -60         90          0         60          0          0          0          0:      -90       -90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.2       35.3        7.8        0.1        8.9        0.0       41.1        0.0       11.1        3.8        2.9:      9.0       7.9
Old  :     100.0:      60.2       35.3        7.8        0.1        8.9        0.0       41.1        0.0       11.1        3.8        2.9:      9.0       7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        13         11          .          .          .          0          4          0          .          .          .:
Old  :        25:        13         11          .          .          .          0          4          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       51.1       78.2       78.7       49.6       51.1       65.9       69.3
Old  :                 53.7       51.1       78.2       78.7       49.6       51.1       65.9       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    51,675:    29,430     19,020        305        980      3,075      1,295     18,580      2,495      8,375      1,275      1,465:    5,235     4,785
Old  :    51,675:    29,430     19,020        305        980      3,075      1,295     18,580      2,495      8,375      1,275      1,465:    5,235     4,785
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,010:       365        385        200          0        -10          0        700        -75        700          0          0:     -170        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.0       36.8        0.6        1.9        6.0        2.5       36.0        4.8       16.2        2.5        2.8:     10.1       9.3
Old  :     100.0:      57.0       36.8        0.6        1.9        6.0        2.5       36.0        4.8       16.2        2.5        2.8:     10.1       9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        14         14          .          .          .          .          .          .          .          .          .:
Old  :        30:        14         14          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       67.3       69.7       81.2       52.7       63.3       64.2       70.4
Old  :                 54.9       67.3       69.7       81.2       52.7       63.3       64.2       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    52,885:    30,185     20,270        365      1,060      3,050        930     18,640      2,635      9,350      1,300      1,050:    5,320     4,880
Old  :    52,885:    30,185     20,270        365      1,060      3,050        930     18,640      2,635      9,350      1,300      1,050:    5,320     4,880
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       990:       320        340        200          0        -10          0        700        -75        700          0        -25:     -120        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.1       38.3        0.7        2.0        5.8        1.8       35.2        5.0       17.7        2.5        2.0:     10.1       9.2
Old  :     100.0:      57.1       38.3        0.7        2.0        5.8        1.8       35.2        5.0       17.7        2.5        2.0:     10.1       9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        14         15          .          .          .          .          .          .          .          .          .:
Old  :        30:        14         15          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       65.5       70.2       81.0       55.0       60.5       65.3       70.9
Old  :                 56.4       65.5       70.2       81.0       55.0       60.5       65.3       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    60,360:    34,725     20,525          0     12,685      2,681     17,840        125      1,580          0     19,575         95:    3,439     3,094
Old  :    60,360:    34,725     20,525          0     12,685      2,681     17,840        125      1,580          0     19,575         95:    3,439     3,094
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :      -260:        40          0          0        300          0       -300          0          0          0       -560          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.5       34.0        0.0       21.0        4.4       29.6        0.2        2.6        0.0       32.4        0.2:      5.7       5.1
Old  :     100.0:      57.5       34.0        0.0       21.0        4.4       29.6        0.2        2.6        0.0       32.4        0.2:      5.7       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        21          9          0          .          .          .          .          .          0          .          .:
Old  :        31:        21          9          0          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       76.5       76.1       90.7       53.5       70.4       70.9       80.0
Old  :                 56.1       76.5       76.1       90.7       53.5       70.4       70.9       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    48,805:    29,235     20,895          0     12,090      1,758     13,665        100      1,630          0     10,185        340:    2,177     1,807
Old  :    48,805:    29,235     20,895          0     12,090      1,758     13,665        100      1,630          0     10,185        340:    2,177     1,807
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :      -600:         0          0          0          0          0       -600          0          0          0       -600          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.9       42.8        0.0       24.8        3.6       28.0        0.2        3.3        0.0       20.9        0.7:      4.5       3.7
Old  :     100.0:      59.9       42.8        0.0       24.8        3.6       28.0        0.2        3.3        0.0       20.9        0.7:      4.5       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        20          9          0          .          .          .          .          .          0          .          .:
Old  :        30:        20          9          0          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       71.9       77.3       90.5       53.5       67.6       72.9       82.3
Old  :                 56.7       71.9       77.3       90.5       53.5       67.6       72.9       82.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                                                                    Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   141,673:    77,406     91,501     19,936          0      6,992      1,549     10,350      7,840      3,810        970      3,255:   20,885    20,765
Old  :   141,673:    77,406     91,501     19,936          0      6,992      1,549     10,350      7,840      3,810        970      3,255:   20,885    20,765
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,405:     2,606        886        795       -520        176     -1,750        750        275       -700       -165        305:     -302      -302
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.6       64.6       14.1        0.0        4.9        1.1        7.3        5.5        2.7        0.7        2.3:     14.7      14.7
Old  :     100.0:      54.6       64.6       14.1        0.0        4.9        1.1        7.3        5.5        2.7        0.7        2.3:     14.7      14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        25         27          .          0          .          .          .          4          .          .          .:
Old  :        42:        25         27          .          0          .          .          .          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       41.9       71.7       59.4       52.6       40.2       59.4       53.8
Old  :                 60.9       41.9       71.7       59.4       52.6       40.2       59.4       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                                                                   Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   133,816:    73,632     86,805     26,404          0      4,815      1,749      5,105      7,820      1,375     11,370      1,045:   16,976    16,856
Old  :   133,816:    73,632     86,805     26,404          0      4,815      1,749      5,105      7,820      1,375     11,370      1,045:   16,976    16,856
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,675:     3,529      2,254      1,100          0       -300     -1,700        200        250          0        475       -245:     -959      -959
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.0       64.9       19.7        0.0        3.6        1.3        3.8        5.8        1.0        8.5        0.8:     12.7      12.6
Old  :     100.0:      55.0       64.9       19.7        0.0        3.6        1.3        3.8        5.8        1.0        8.5        0.8:     12.7      12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        20         26          .          0          .          .          .          4          .          .          .:
Old  :        40:        20         26          .          0          .          .          .          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       42.9       77.0       59.4       60.0       41.2       66.4       54.3
Old  :                 64.7       42.9       77.0       59.4       60.0       41.2       66.4       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    39,140:    15,830     19,580     13,225      9,290      1,315      4,115      2,200      2,040          0      2,100          0:    2,615     2,615
Old  :    39,140:    15,830     19,580     13,225      9,290      1,315      4,115      2,200      2,040          0      2,100          0:    2,615     2,615
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       -20:       190        -30       -480        120          0        380          0       -200          0          0          0:       90        90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.4       50.0       33.8       23.7        3.4       10.5        5.6        5.2        0.0        5.4        0.0:      6.7       6.7
Old  :     100.0:      40.4       50.0       33.8       23.7        3.4       10.5        5.6        5.2        0.0        5.4        0.0:      6.7       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        14         16          .          .          .          .          .          .          0          .          0:
Old  :        28:        14         16          .          .          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.1       40.8       81.8       63.0       59.8       39.7       70.1       56.5
Old  :                 69.1       40.8       81.8       63.0       59.8       39.7       70.1       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,125:    12,015     18,550     13,440      7,735        605      3,960      1,200      2,570          0      2,000          0:    2,535     2,465
Old  :    35,125:    12,015     18,550     13,440      7,735        605      3,960      1,200      2,570          0      2,000          0:    2,535     2,465
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :        95:       -50        270        -35        150          0        505          0       -325          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.2       52.8       38.3       22.0        1.7       11.3        3.4        7.3        0.0        5.7        0.0:      7.2       7.0
Old  :     100.0:      34.2       52.8       38.3       22.0        1.7       11.3        3.4        7.3        0.0        5.7        0.0:      7.2       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        13         16          .          .          .          .          .          .          0          .          0:
Old  :        25:        13         16          .          .          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.8       37.7       83.0       61.1       56.0       33.4       61.6       50.8
Old  :                 69.8       37.7       83.0       61.1       56.0       33.4       61.6       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    29,265:     7,305     17,270          0      8,570      2,045     18,425          0        355          0          0          0:    1,135     1,025
Old  :    29,265:     7,305     17,270          0      8,570      2,045     18,425          0        355          0          0          0:    1,135     1,025
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     1,480:     1,430       -120          0      1,850       -120        330          0        -25          0          0          0:     -135      -105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.0       59.0        0.0       29.3        7.0       63.0        0.0        1.2        0.0        0.0        0.0:      3.9       3.5
Old  :     100.0:      25.0       59.0        0.0       29.3        7.0       63.0        0.0        1.2        0.0        0.0        0.0:      3.9       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         14          0          .          .          4          0          .          0          0          0:
Old  :        23:        13         14          0          .          .          4          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.5       69.4       90.2       83.6       70.7       61.8       80.7       73.7
Old  :                 75.5       69.4       90.2       83.6       70.7       61.8       80.7       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    33,515:     8,315     21,950          0      7,050      2,275     20,815          0      1,005          0          0          0:    1,105     1,235
Old  :    33,515:     8,315     21,950          0      7,050      2,275     20,815          0      1,005          0          0          0:    1,105     1,235
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       915:       600       -900          0      1,675        110        205          0         35          0          0          0:      -35        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.8       65.5        0.0       21.0        6.8       62.1        0.0        3.0        0.0        0.0        0.0:      3.3       3.7
Old  :     100.0:      24.8       65.5        0.0       21.0        6.8       62.1        0.0        3.0        0.0        0.0        0.0:      3.3       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10         11          0          .          .          4          0          .          0          0          0:
Old  :        20:        10         11          0          .          .          4          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.8       77.2       93.6       90.5       77.6       66.0       80.8       78.7
Old  :                 82.8       77.2       93.6       90.5       77.6       66.0       80.8       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                                                                    Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    84,883:    51,389     33,369      2,215      4,035      9,215        750     18,425      3,290      1,415          0          0:   16,609    16,549
Old  :    84,883:    51,389     33,369      2,215      4,035      9,215        750     18,425      3,290      1,415          0          0:   16,609    16,549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :     2,895:     2,455        965        -20        810       -455        475      1,135       -150          0          0          0:      590       590
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.5       39.3        2.6        4.8       10.9        0.9       21.7        3.9        1.7        0.0        0.0:     19.6      19.5
Old  :     100.0:      60.5       39.3        2.6        4.8       10.9        0.9       21.7        3.9        1.7        0.0        0.0:     19.6      19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        24         22          .          .          .          .          .          .          .          0          0:
Old  :        37:        24         22          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       40.7       55.5       56.6       30.9       29.2       38.9       37.8
Old  :                 40.0       40.7       55.5       56.6       30.9       29.2       38.9       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                                                                   Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    76,470:    44,251     30,125      1,135     10,386      6,834        400      7,040      7,755      1,215         35          0:   14,880    14,295
Old  :    76,470:    44,251     30,125      1,135     10,386      6,834        400      7,040      7,755      1,215         35          0:   14,880    14,295
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :      -370:      -175       -465        660        420       -775          0        510          0          0          0          0:      -80       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.9       39.4        1.5       13.6        8.9        0.5        9.2       10.1        1.6        0.0        0.0:     19.5      18.7
Old  :     100.0:      57.9       39.4        1.5       13.6        8.9        0.5        9.2       10.1        1.6        0.0        0.0:     19.5      18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        19         21          .          .          .          .          .          .          .          .          0:
Old  :        31:        19         21          .          .          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       43.8       62.0       61.1       29.0       28.5       37.6       38.1
Old  :                 45.2       43.8       62.0       61.1       29.0       28.5       37.6       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.DEOK_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064GAA
Disaggregated Commitments of Traders - Options and Futures Combined, June 04, 2019                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    10,993:     6,778      1,220        135      2,663          0      1,190      5,100        835        725          0        905:      425       270
Old  :    10,993:     6,778      1,220        135      2,663          0      1,190      5,100        835        725          0        905:      425       270
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 28, 2019                                                                     :
     :       -30:       -70          0          0       -850          0          0       -720        660     -1,500          0        870:       10        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.7       11.1        1.2       24.2        0.0       10.8       46.4        7.6        6.6        0.0        8.2:      3.9       2.5
Old  :     100.0:      61.7       11.1        1.2       24.2        0.0       10.8       46.4        7.6        6.6        0.0        8.2:      3.9       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12          5          .          .          0          .          .          .          .          0          .:
Old  :        20:        12          5          .          .          0          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       91.9       75.2       97.5       41.3       79.5       64.8       81.3
Old  :                 49.3       91.9       75.2       97.5       41.3       79.5       64.8       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 7, 2019