Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                         :
CFTC Code #024656                                                    Open Interest is    22,091                :
: Positions                                                                                                    :
:    9,948    12,631     1,537         0     1,454       646     2,189       545     5,901     3,098     1,346 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:     -201      -653       -77         0        24        15       -17         0      -223       213       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.0      57.2       7.0       0.0       6.6       2.9       9.9       2.5      26.7      14.0       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       12        14         5         0         4         .         4         .         5         6         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                        :
CFTC Code #064363                                                    Open Interest is    38,761                :
: Positions                                                                                                    :
:   21,651    22,038       121     3,544     5,478     3,927       647     2,014       800       571     4,341 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      583       262       -49      -353       125       -39        20        77      -145       420       134 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      56.9       0.3       9.1      14.1      10.1       1.7       5.2       2.1       1.5      11.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       26        25         .         .         .         .         4         6         7         4        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    39,663                :
: Positions                                                                                                    :
:   23,114    35,987     8,241         0     1,648        75     1,453         0     5,875        25       550 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      574       754       125         0         5        50       -49       -52       -55         0        95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      90.7      20.8       0.0       4.2       0.2       3.7       0.0      14.8       0.1       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        20         .         0         .         .         5         0         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is    30,018                :
: Positions                                                                                                    :
:   25,542    26,360         0     1,074     1,304       100         0        75     1,900       200       975 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      120        65         0        25       -50        25         0         0       -25        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      87.8       0.0       3.6       4.3       0.3       0.0       0.2       6.3       0.7       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        14         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                             :
CFTC Code #064394                                                    Open Interest is   146,914                :
: Positions                                                                                                    :
:  121,653    97,604       692    24,821     6,111     8,530     1,863     6,052     1,243     8,298     2,157 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    3,603    -4,070        99     5,680    -1,881    -1,270       290       445      -600       -55       105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      66.4       0.5      16.9       4.2       5.8       1.3       4.1       0.8       5.6       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       27        31         .         4         5         .         5         .         4         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    67,714                :
: Positions                                                                                                    :
:   58,525    44,917     3,006    10,839     3,610       287     4,984     1,429        75     1,160       775 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      -93        13         0       193      -463        34      -285       375       -50       -35       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      66.3       4.4      16.0       5.3       0.4       7.4       2.1       0.1       1.7       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       21        22         .         .         .         .         6         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                         :
CFTC Code #064396                                                    Open Interest is    33,141                :
: Positions                                                                                                    :
:   29,737    25,972     2,282     5,852       772         0        25         0       100       225       250 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      200      -175       -75       100         0         0        25         0       -75       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      78.4       6.9      17.7       2.3       0.0       0.1       0.0       0.3       0.7       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10        13         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                     :
CFTC Code #06439A                                                    Open Interest is    67,081                :
: Positions                                                                                                    :
:   40,993    40,703       543    12,961     6,030    16,215       300       575       737     4,492     1,988 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      119        92      -100      -180       250         0         0         0       137        50        70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.1      60.7       0.8      19.3       9.0      24.2       0.4       0.9       1.1       6.7       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        21         .         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV   800MWh                                                 :
CFTC Code #06439B                                                    Open Interest is    85,110                :
: Positions                                                                                                    :
:   51,949    40,868       539    30,293     4,179    25,079     1,795     1,380       996     5,752       730 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      532    -1,320         0      -777        -3    -2,280        60       -10         8       296        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      48.0       0.6      35.6       4.9      29.5       2.1       1.6       1.2       6.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        22         .         .         4         .         6         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    74,107                :
: Positions                                                                                                    :
:   56,499    52,089    11,536    19,369       995     1,650       100         0     1,511         0     1,330 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      -55       -55      -300      -300         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      70.3      15.6      26.1       1.3       2.2       0.1       0.0       2.0       0.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        21         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is   100,499                :
: Positions                                                                                                    :
:   73,185    61,672    20,704    36,596       282     1,650       125         0     2,422         0     1,617 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:     -275    -1,305    -1,500      -375        20         0        25         0       120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      61.4      20.6      36.4       0.3       1.6       0.1       0.0       2.4       0.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        23         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439K                                                    Open Interest is    47,225                :
: Positions                                                                                                    :
:   35,025    45,790    11,400        50       650         0         0         0         0       420         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      440       440        50        50         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      97.0      24.1       0.1       1.4       0.0       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        17         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                  :
CFTC Code #06439L                                                    Open Interest is    26,207                :
: Positions                                                                                                    :
:   21,023    21,490     2,000     1,640     2,312         0       600         0        82         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:     -117       983     1,200         0      -240         0         0         0      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      82.0       7.6       6.3       8.8       0.0       2.3       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       17        17         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                               :
CFTC Code #06439N                                                    Open Interest is    14,015                :
: Positions                                                                                                    :
:    8,230    10,615     4,845         0         0       150     3,400         0       700         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:       10       310       300         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      75.7      34.6       0.0       0.0       1.1      24.3       0.0       5.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13         8         .         0         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                                 :
CFTC Code #06439R                                                    Open Interest is    76,847                :
: Positions                                                                                                    :
:   49,452    43,667       292    15,325     8,554     4,392       135       883     7,874     2,918     5,059 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      153       518      -608       464       357       266        35       -10        21    -1,167     1,047 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      56.8       0.4      19.9      11.1       5.7       0.2       1.1      10.2       3.8       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       26        27         .         .         .         4         .         4         9         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV   Megawatt Hours (MWh)                                 :
CFTC Code #0643A5                                                    Open Interest is     6,200                :
: Positions                                                                                                    :
:    3,250     2,700     2,300         0         0         0         0         0       600     3,350        50 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:   -1,750       -50     2,050         0      -150         0         0         0      -250         0      -750 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      43.5      37.1       0.0       0.0       0.0       0.0       0.0       9.7      54.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        5         7         .         0         0         0         0         0         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643A8                                                    Open Interest is    28,070                :
: Positions                                                                                                    :
:   18,932    18,234         0     5,985       429     2,775         0       525     2,975       430     2,125 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    1,157     3,007         0       300         0         0         0         0     2,150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      65.0       0.0      21.3       1.5       9.9       0.0       1.9      10.6       1.5       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        16         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    56,595                :
: Positions                                                                                                    :
:   46,270    54,425     8,105        50     1,415         0         0         0       450       266       205 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:     -660      -655        55        50       -25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      96.2      14.3       0.1       2.5       0.0       0.0       0.0       0.8       0.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        19         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #0643B3                                                    Open Interest is    39,285                :
: Positions                                                                                                    :
:   33,919    25,221         0     8,254     3,466       900     1,965         0       260       175       140 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    2,648     1,928         0       900      -870         0         0         0         0      -187       108 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      64.2       0.0      21.0       8.8       2.3       5.0       0.0       0.7       0.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        22         0         .         .         .         4         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BC                                                    Open Interest is    65,755                :
: Positions                                                                                                    :
:   53,498    61,625     5,168       585     3,170       100         0         0     3,396       200         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    1,195     1,805       300       300      -475         0         0         0       610         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      93.7       7.9       0.9       4.8       0.2       0.0       0.0       5.2       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        14         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643BE                                                    Open Interest is    72,193                :
: Positions                                                                                                    :
:   58,735    62,188     6,783     2,975     2,370       100         0         0     3,998     4,600        60 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:     -235       370       305       300      -200         0         0         0       600         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      86.1       9.4       4.1       3.3       0.1       0.0       0.0       5.5       6.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        17         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643BF                                                    Open Interest is    91,084                :
: Positions                                                                                                    :
:   71,628    83,210    11,169     2,829     2,893       355         0        45     4,505     1,677       430 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    2,011     3,517       151        44       251       -50         0        10       930      -519       105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      91.4      12.3       3.1       3.2       0.4       0.0       0.0       4.9       1.8       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        26         .         .         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                      :
CFTC Code #0643BG                                                    Open Interest is   116,350                :
: Positions                                                                                                    :
:   90,384    97,711    12,385     4,941     4,658         0     1,887     1,085     6,594     4,917     1,145 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    2,179     3,330       405      -354       192       -20      -205       222       525       268       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      84.0      10.6       4.2       4.0       0.0       1.6       0.9       5.7       4.2       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       21        30         .         .         4         0         7         .         .         6         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    56,051                :
: Positions                                                                                                    :
:   47,111    48,796     5,820       755     2,730         0     1,155       270         0     2,200       100 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      595       245      -325      -355        55         0       450         0         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      87.1      10.4       1.3       4.9       0.0       2.1       0.5       0.0       3.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        14         .         .         .         0         .         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV   25MWh                                                          :
CFTC Code #0643BR                                                    Open Interest is    49,403                :
: Positions                                                                                                    :
:   41,595    46,400     6,985         0       798         0         0         0        25     2,205         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      375       975       450         0         0         0         0         0        25      -125         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      93.9      14.1       0.0       1.6       0.0       0.0       0.0       0.1       4.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10         8         .         0         .         0         0         0         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                          :
CFTC Code #0643BS                                                    Open Interest is    59,659                :
: Positions                                                                                                    :
:   47,562    55,636     5,764         0     3,260       700         0       300     1,518         0       225 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      629       434       327         0         0         0         0         0      -334         0      -115 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      93.3       9.7       0.0       5.5       1.2       0.0       0.5       2.5       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        18         .         0         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    58,876                :
: Positions                                                                                                    :
:   40,722    54,325     5,785       641     2,026     6,325         0     1,475     2,039         0       158 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    1,560       620       -61         0         5      -472         0        60      -251         0       -68 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      92.3       9.8       1.1       3.4      10.7       0.0       2.5       3.5       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        21         .         .         .         4         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is    32,095                :
: Positions                                                                                                    :
:   17,173    31,621    14,327         0        60         0       268        80       275         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      671       780       103         0         0         0         0         0         0         0      -420 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      98.5      44.6       0.0       0.2       0.0       0.8       0.2       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        10         4         0         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643BX                                                    Open Interest is    28,799                :
: Positions                                                                                                    :
:   16,133    28,444    12,030         0        50         0       260         0        60        45         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      660       737        94         0         0         0         0         0         0        45      -420 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      98.8      41.8       0.0       0.2       0.0       0.9       0.0       0.2       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         4         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    29,345                :
: Positions                                                                                                    :
:   24,053    24,236     2,984       840       662       240     1,150       485        75     1,489       469 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      685       340       -15       600         0         0         0         0        25      -224       -21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      82.6      10.2       2.9       2.3       0.8       3.9       1.7       0.3       5.1       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        19         .         .         .         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                       :
CFTC Code #0643BZ                                                    Open Interest is    22,971                :
: Positions                                                                                                    :
:   19,100    20,412     2,887         0        75         0       940       460         0       919         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:        0         1         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      88.9      12.6       0.0       0.3       0.0       4.1       2.0       0.0       4.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        16         .         0         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643C3                                                    Open Interest is    49,186                :
: Positions                                                                                                    :
:   40,283    32,027     4,557    10,319       848       690     3,945     1,345       956       257       424 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      943    -1,042      -164      -370       167       100       233       -90    -2,057        23       -51 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      65.1       9.3      21.0       1.7       1.4       8.0       2.7       1.9       0.5       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        24         .         .         4         .         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643C4                                                    Open Interest is    35,715                :
: Positions                                                                                                    :
:   30,988    20,118     2,075    12,581     1,444       150       390       570        49       345       137 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      184     1,909       -91      -215        79      -220         0         0        45    -1,805      -430 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      56.3       5.8      35.2       4.0       0.4       1.1       1.6       0.1       1.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        17         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    19,974                :
: Positions                                                                                                    :
:   10,456    17,351     6,484         0     2,074       291       150       209       175       100        75 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:        0       675       555         0        60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.3      86.9      32.5       0.0      10.4       1.5       0.8       1.0       0.9       0.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        15         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                        :
CFTC Code #0643CJ                                                    Open Interest is    14,147                :
: Positions                                                                                                    :
:   11,351    12,575       689       395       577         0       100         0     1,070       100       400 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      88.9       4.9       2.8       4.1       0.0       0.7       0.0       7.6       0.7       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         8         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                           :
CFTC Code #0643CK                                                    Open Interest is    15,832                :
: Positions                                                                                                    :
:   13,425    12,820       585       245       567         0     1,375         0       470       100       725 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      81.0       3.7       1.5       3.6       0.0       8.7       0.0       3.0       0.6       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         9         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    21,826                :
: Positions                                                                                                    :
:   11,435    16,075     8,049     4,034       132        25         0         0     1,845     1,250       305 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      73.7      36.9      18.5       0.6       0.1       0.0       0.0       8.5       5.7       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        11         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    20,847                :
: Positions                                                                                                    :
:   10,101    15,200     8,477     4,004       143        25         0         0     1,850     1,250       220 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:     -650      -400       250         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.5      72.9      40.7      19.2       0.7       0.1       0.0       0.0       8.9       6.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        11         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    50,552                :
: Positions                                                                                                    :
:   32,732    43,817     9,186     1,700     2,550       850         0         0     3,140       500     1,985 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:     -475    -1,475         0     1,000         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      86.7      18.2       3.4       5.0       1.7       0.0       0.0       6.2       1.0       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        13         4         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    50,025                :
: Positions                                                                                                    :
:   32,675    43,843     9,325     1,793     2,039       835         0        15     3,190       510     1,825 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:     -475    -1,475         0     1,000         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      87.6      18.6       3.6       4.1       1.7       0.0       0.0       6.4       1.0       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        13         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643DB                                                    Open Interest is   132,124                :
: Positions                                                                                                    :
:  106,221    90,863    19,256    24,118     1,952       620     1,440       335     2,910    12,624       770 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    7,397     4,607         0     2,790       201         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      68.8      14.6      18.3       1.5       0.5       1.1       0.3       2.2       9.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       31        24         .         .         .         .         .         .         4         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV   352 MWh                                                     :
CFTC Code #0643DC                                                    Open Interest is   143,212                :
: Positions                                                                                                    :
:  116,298    98,766    21,398    26,872       727     1,275     1,265       515     1,785    13,855     1,145 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    7,237     4,430         0     2,525        50         0       275         0         0         5         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      69.0      14.9      18.8       0.5       0.9       0.9       0.4       1.2       9.7       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       33        26         .         .         4         .         .         .         .         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643DF                                                    Open Interest is   477,829                :
: Positions                                                                                                    :
:  289,109   294,809    26,246    13,488    85,305     8,690    14,007    33,468     6,918     9,072    27,251 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    9,873     5,316    -5,666       672     6,160       696    -2,791     1,100    -2,026      -170     7,176 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      61.7       5.5       2.8      17.9       1.8       2.9       7.0       1.4       1.9       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       39        36         .         .         6         5        14         8        12         9        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    18,891                :
: Positions                                                                                                    :
:   11,774    17,846     2,710       465       445       700         0         0     3,075        50        75 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:        0       300         0         0         0       300         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.3      94.5      14.3       2.5       2.4       3.7       0.0       0.0      16.3       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16         6         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    17,647                :
: Positions                                                                                                    :
:   10,691    16,430     2,861         0       522         0       590        10     3,355        50        45 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      93.1      16.2       0.0       3.0       0.0       3.3       0.1      19.0       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         6         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                     :
CFTC Code #064AAA                                                    Open Interest is    45,424                :
: Positions                                                                                                    :
:   33,239    29,914     2,875     6,080       680         0       180     1,475         0         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:       95       270       640       465      -100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      65.9       6.3      13.4       1.5       0.0       0.4       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        17         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                    :
CFTC Code #064AAB                                                    Open Interest is    40,922                :
: Positions                                                                                                    :
:   31,198    28,150     2,615     4,760       255         0     1,000       660         0         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      400       625       590       465         0         0      -100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      68.8       6.4      11.6       0.6       0.0       2.4       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        17         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    25,666                :
: Positions                                                                                                    :
:    6,614    18,440    12,866       705     1,930       775     1,120       530       250         0       250 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:       50       175       175       100         0        50         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.8      71.8      50.1       2.7       7.5       3.0       4.4       2.1       1.0       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        12         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                         :
CFTC Code #064BFJ                                                    Open Interest is    20,540                :
: Positions                                                                                                    :
:    4,040    15,395    11,155         0     2,115       900       820       380       300         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:       50       200       125         0        75        25         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.7      75.0      54.3       0.0      10.3       4.4       4.0       1.9       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        12         .         0         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CXO                                                    Open Interest is    31,877                :
: Positions                                                                                                    :
:   13,526    14,645     2,025     9,821     1,058     9,615       395     3,440         0       425         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      630       120       120       700         0       300       -70      -300         0       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.4      45.9       6.4      30.8       3.3      30.2       1.2      10.8       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        14         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064DLW                                                    Open Interest is    78,412                :
: Positions                                                                                                    :
:   26,739    31,104    19,548    25,705     1,260     8,270     3,440     2,660     6,080         0       985 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    2,162     1,732       845     1,660         0    -1,700         0       970     2,085         0       175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      39.7      24.9      32.8       1.6      10.5       4.4       3.4       7.8       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        18         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    74,704                :
: Positions                                                                                                    :
:   26,548    27,457    19,655    25,935     1,260     8,330     3,275     1,960     2,570         0     2,080 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    1,270     1,290     1,295       460      -125      -500         0        90      -315         0       375 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.5      36.8      26.3      34.7       1.7      11.2       4.4       2.6       3.4       0.0       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        18         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    25,851                :
: Positions                                                                                                    :
:   12,427     8,622     3,120     1,835     1,506     1,535     7,100       265     1,025     1,065     2,065 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:        0       800         0      -200         0         0         0         0         0      -600       350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.1      33.4      12.1       7.1       5.8       5.9      27.5       1.0       4.0       4.1       8.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15         8         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    24,631                :
: Positions                                                                                                    :
:   11,282     8,472     2,750     1,580     1,048     1,450     8,300       250     2,210        25     1,755 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:        0       800         0      -200         0         0         0         0       600         0      -250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.8      34.4      11.2       6.4       4.3       5.9      33.7       1.0       9.0       0.1       7.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         7         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064ERM                                                    Open Interest is    46,842                :
: Positions                                                                                                    :
:   13,844    32,779     2,422     8,550       465    17,090         0         0     8,095         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      195       510      -180         0         0        60         0         0       255         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.6      70.0       5.2      18.3       1.0      36.5       0.0       0.0      17.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        12         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064ERN                                                    Open Interest is    46,701                :
: Positions                                                                                                    :
:   14,636    30,722     1,610    10,235       485    16,465         0         0     7,945         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      300       465      -180         0         0        60         0         0       105         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.3      65.8       3.4      21.9       1.0      35.3       0.0       0.0      17.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        12         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EUY                                                    Open Interest is    56,810                :
: Positions                                                                                                    :
:   20,525    48,340     3,485       550     1,315     5,275         0     2,025    19,895       400        25 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      200     2,300       900         0      -495         0         0         0     1,200         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.1      85.1       6.1       1.0       2.3       9.3       0.0       3.6      35.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        11         .         .         .         4         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    55,760                :
: Positions                                                                                                    :
:   20,285    46,895     2,855       550     1,520     4,545         0     2,475    19,750       100       100 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      200     2,250       900         0      -480         0         0         0     1,150         0       -80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.4      84.1       5.1       1.0       2.7       8.2       0.0       4.4      35.4       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        10         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EVG                                                    Open Interest is    15,990                :
: Positions                                                                                                    :
:    9,570     5,935     1,200        35     1,415         0     6,100         0     1,385       545       645 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:        0         0         0         0         0         0         0         0      -240         0       145 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      37.1       7.5       0.2       8.8       0.0      38.1       0.0       8.7       3.4       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         7         .         .         .         0         4         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064EVH                                                    Open Interest is    15,570                :
: Positions                                                                                                    :
:    9,125     5,525     1,495         0     1,160         0     6,575         0     1,860       545       490 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      35.5       9.6       0.0       7.5       0.0      42.2       0.0      11.9       3.5       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         7         .         0         .         0         4         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064EWU                                                    Open Interest is    65,095                :
: Positions                                                                                                    :
:   31,610    30,745     1,700     2,680     2,600     3,095    20,445     2,135    18,185     1,250       745 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:       80     1,195     1,000         5        -5       480         0         0      -480         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.6      47.2       2.6       4.1       4.0       4.8      31.4       3.3      27.9       1.9       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        13         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EWV                                                    Open Interest is    64,465                :
: Positions                                                                                                    :
:   32,110    30,030     2,785     1,910     2,590     2,760    20,195     2,385    15,320     1,250     1,300 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:       80     1,075       995         0         0       480         0         0      -480         0        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.8      46.6       4.3       3.0       4.0       4.3      31.3       3.7      23.8       1.9       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        14         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    56,736                :
: Positions                                                                                                    :
:   33,493    17,945         0    12,233     2,680    16,030         0     1,855       150    19,825        65 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    1,380      -600         0       900         0         0         0         0         0     1,080         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      31.6       0.0      21.6       4.7      28.3       0.0       3.3       0.3      34.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19         8         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    46,142                :
: Positions                                                                                                    :
:   28,469    18,325         0    12,049     1,758    12,280         0     1,755       150    10,850       355 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    1,020      -600         0       900         0         0         0         0         0       720         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.7      39.7       0.0      26.1       3.8      26.6       0.0       3.8       0.3      23.5       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18         9         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is   151,292                :
: Positions                                                                                                    :
:   93,861    86,470    17,320     1,480     7,626         0    14,201     7,414     1,675    10,705     2,685 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    1,870       985        45       450        13         0       540       480         0       -60        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.0      57.2      11.4       1.0       5.0       0.0       9.4       4.9       1.1       7.1       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        27         .         .         .         0         4         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is   139,164                :
: Positions                                                                                                    :
:   85,769    80,914    20,741         0     5,839     1,659     8,905     6,455     1,375    19,725     1,165 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    1,435      -210      -555         0       -50       480     1,020         0         0       550       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      58.1      14.9       0.0       4.2       1.2       6.4       4.6       1.0      14.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       20        26         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    42,120                :
: Positions                                                                                                    :
:   19,295    20,665    14,425     9,360     1,350     1,625       750     2,135         0     4,570         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      800      -280      -100       300      -305      -480         0        30         0       200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.8      49.1      34.2      22.2       3.2       3.9       1.8       5.1       0.0      10.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        15         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    37,005                :
: Positions                                                                                                    :
:   15,265    18,200    13,560     8,435       565     2,020         0     2,515         0     4,270         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:      750      -430      -200       300         0      -480         0       100         0       200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.3      49.2      36.6      22.8       1.5       5.5       0.0       6.8       0.0      11.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        17         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    31,235                :
: Positions                                                                                                    :
:   11,570    18,725         0     8,655     1,930    12,510         0       800     3,000         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    1,200         0         0     1,200         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.0      59.9       0.0      27.7       6.2      40.1       0.0       2.6       9.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        11         0         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKE                                                    Open Interest is   105,285                :
: Positions                                                                                                    :
:   64,363    51,958     1,775     7,615    10,710       625    11,205     5,335     3,955         0        40 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    3,380     4,360       100       450       -25         0      -780       140       550         0       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.1      49.3       1.7       7.2      10.2       0.6      10.6       5.1       3.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       27        23         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is    86,463                :
: Positions                                                                                                    :
:   53,205    36,785         0    17,970     4,988       375     2,495     8,930     3,285         0       150 :
:                                                                                                              :
: Changes from:     July 16, 2019                                                                              :
:    1,975     2,475         0       180       238         0      -480       150       200         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.5      42.5       0.0      20.8       5.8       0.4       2.9      10.3       3.8       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        20         0         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------



Updated July 26, 2019