Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    22,258                :
: Positions                                                                                                    :
:   15,596    10,361       860       962       717       674     3,198       404     1,618     3,643     1,899 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      444      -407         3        78        26      -143       468       -37      -136        33       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      46.5       3.9       4.3       3.2       3.0      14.4       1.8       7.3      16.4       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       13        14         .         .         5         .         5         4         4         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    13,298                :
: Positions                                                                                                    :
:    6,862     8,112       398     3,051     1,676     3,607        20         0       457       100         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -460      -930       119      -389       161      -598        20         0      -329        54         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.6      61.0       3.0      22.9      12.6      27.1       0.2       0.0       3.4       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        16         .         .         .         .         .         0         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    37,241                :
: Positions                                                                                                    :
:   22,371    33,172     4,613         0     2,554        75       161       239     6,680       400       700 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -2,016    -1,540       631         0      -675       -39        36      -186      -485      -285      -265 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      89.1      12.4       0.0       6.9       0.2       0.4       0.6      17.9       1.1       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        21         .         0         .         .         .         .         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    26,503                :
: Positions                                                                                                    :
:   20,289    23,506       466       483     1,324       100         0        50     3,525       450       675 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -2,354    -1,325       175        39      -325       -25         0         0       425      -500        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      88.7       1.8       1.8       5.0       0.4       0.0       0.2      13.3       1.7       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        13         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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   135,265                :
: Positions                                                                                                    :
:  107,730    87,779     1,677    19,920     8,531     3,252       112     8,452     2,626     7,639     2,584 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -6,727    -4,599      -308    -1,999     1,025      -203      -293        98        46      -421       559 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      64.9       1.2      14.7       6.3       2.4       0.1       6.2       1.9       5.6       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       29        31         .         4         5         5         .         5         7         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    76,118                :
: Positions                                                                                                    :
:   62,970    58,378     5,250     9,112     3,670       150     1,479     2,405       738       125       900 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:    1,802     1,830         0       363      -177         0      -491       112      -110         0        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      76.7       6.9      12.0       4.8       0.2       1.9       3.2       1.0       0.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       18        19         .         .         .         .         6         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    35,492                :
: Positions                                                                                                    :
:   32,340    23,315     1,680     9,852       825         0         0         0       275       650       125 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:    1,438        10         0       875        25         0         0         0       -25        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      65.7       4.7      27.8       2.3       0.0       0.0       0.0       0.8       1.8       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        7        13         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                     :
CFTC Code #06439A                                                    Open Interest is    68,058                :
: Positions                                                                                                    :
:   38,224    35,760       480    18,500     7,271    15,488       248       514       420       340     5,395 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -620    -1,491         0       943      -328      -132        98       -17         0      -367       432 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.2      52.5       0.7      27.2      10.7      22.8       0.4       0.8       0.6       0.5       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        21         .         4         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    84,772                :
: Positions                                                                                                    :
:   47,329    34,594         0    38,394     5,582    25,861       190       766       475     1,053     4,002 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -1,550    -1,871         0     1,112      -315       110      -220        80         5      -496       406 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.8      40.8       0.0      45.3       6.6      30.5       0.2       0.9       0.6       1.2       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        23         0         4         4         8         .         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    75,501                :
: Positions                                                                                                    :
:   55,027    52,047    12,551    19,623     1,859     1,550        25         0     2,093       376     1,498 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -2,697    -1,197      -516    -1,596       -32       350         0         0       -77       -73        -2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      68.9      16.6      26.0       2.5       2.1       0.0       0.0       2.8       0.5       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        22         5         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    97,485                :
: Positions                                                                                                    :
:   67,805    60,029    22,338    34,443       465     1,450        50         0     2,661       429     2,054 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -3,360    -1,671    -1,562    -3,154       -27       250       -50         0        57         1        29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      61.6      22.9      35.3       0.5       1.5       0.1       0.0       2.7       0.4       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       23        25         5         .         4         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    44,595                :
: Positions                                                                                                    :
:   31,980    42,545    10,735         0     1,355         0         0         0       400       420         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      155       175        20         0        80         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      95.4      24.1       0.0       3.0       0.0       0.0       0.0       0.9       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        18         .         0         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    27,434                :
: Positions                                                                                                    :
:   23,958    20,002         0     4,279     2,318         0       600         0       945        97        18 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -292      -122         0      -170       320         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      72.9       0.0      15.6       8.4       0.0       2.2       0.0       3.4       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        16         0         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    79,512                :
: Positions                                                                                                    :
:   43,735    57,185       320     7,993    10,485    12,833         0       537     9,107     1,026     2,151 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      841     3,961       320       414      -387       523         0        28     2,720        69       131 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      71.9       0.4      10.1      13.2      16.1       0.0       0.7      11.5       1.3       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       27        28         .         .         .        10         0         4        10         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    30,045                :
: Positions                                                                                                    :
:   16,672    23,344         0     3,143     2,241     3,850         0       100     6,191       165       700 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      340     2,856         0         0         0         0         0         0     2,516         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      77.7       0.0      10.5       7.5      12.8       0.0       0.3      20.6       0.5       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        19         0         .         .         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    52,188                :
: Positions                                                                                                    :
:   41,643    49,345     7,632         0     2,208         0         0         0       500       345        75 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:       70       -50      -120         0        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      94.6      14.6       0.0       4.2       0.0       0.0       0.0       1.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       21        21         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    41,694                :
: Positions                                                                                                    :
:   33,897    27,286         0     7,167     5,424       485     1,410         0       900       190       135 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:       26       127         0       -85       300        35         0         0         0        -1         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      65.4       0.0      17.2      13.0       1.2       3.4       0.0       2.2       0.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        20         0         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    61,658                :
: Positions                                                                                                    :
:   48,578    59,223     7,815       130     1,760         0         0         0     2,932       200         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -2,283    -2,365        81         0      -350         0         0         0      -138         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      96.1      12.7       0.2       2.9       0.0       0.0       0.0       4.8       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        15         4         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    64,279                :
: Positions                                                                                                    :
:   52,221    57,219     5,739       800     2,720         0         0         0     3,259     3,300        60 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -3,025    -3,574      -843      -220        35         0         0         0      -210      -300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      89.0       8.9       1.2       4.2       0.0       0.0       0.0       5.1       5.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        15         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    84,817                :
: Positions                                                                                                    :
:   64,416    79,025    13,432       186     4,371       188         0        45     1,058        68       314 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -215       875       400         0       -20        77         0       -42       154      -523       190 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      93.2      15.8       0.2       5.2       0.2       0.0       0.1       1.2       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        24         5         .         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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   105,826                :
: Positions                                                                                                    :
:   81,457    92,802    15,129     2,177     5,300       140     1,286        70     1,779     3,565       490 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -2,517      -104       -58      -355        24         0       -65         0       282      -781        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      87.7      14.3       2.1       5.0       0.1       1.2       0.1       1.7       3.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       23        27         5         .         4         .         8         .         4         6         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    58,283                :
: Positions                                                                                                    :
:   39,630    49,950    16,758       567       960         0     1,631       250        50     2,500       125 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:       85    -1,550         0       125      -150         0         0         0         0      -300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      85.7      28.8       1.0       1.6       0.0       2.8       0.4       0.1       4.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       11        13         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    51,265                :
: Positions                                                                                                    :
:   41,177    50,135     9,197         0        60         0         0         0         0       470       465 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      -66     1,500       900         0         0         0         0         0         0      -435       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      97.8      17.9       0.0       0.1       0.0       0.0       0.0       0.0       0.9       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         8         .         0         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    62,138                :
: Positions                                                                                                    :
:   46,880    56,842    10,514         0     1,734       925         0       100       504     1,956     1,407 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:    1,214       104      -725         0      -385       100      -100      -100       -12       534         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      91.5      16.9       0.0       2.8       1.5       0.0       0.2       0.8       3.1       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        21         4         0         .         4         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    63,998                :
: Positions                                                                                                    :
:   45,797    55,924     9,722       401       634     1,087       110     3,230       946     1,391     2,211 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      -54    -1,420      -946        -5       -19      -101      -220         0        35       587        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      87.4      15.2       0.6       1.0       1.7       0.2       5.0       1.5       2.2       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        21         .         .         .         7         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    28,325                :
: Positions                                                                                                    :
:   15,805    27,220    11,066         0       519         0       450        80       690         0         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -1,422    -1,789      -389         0        -5         0       -35         0       -95         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.8      96.1      39.1       0.0       1.8       0.0       1.6       0.3       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        11         4         0         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    28,160                :
: Positions                                                                                                    :
:   16,120    27,771    10,979         0       287         0         0         0       575         0         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -810    -1,325      -509         0        -1         0       -80         0       -65         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      98.6      39.0       0.0       1.0       0.0       0.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         9         5         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    32,878                :
: Positions                                                                                                    :
:   26,418    26,228     3,833     3,000     1,200       365       865       194       184       719       670 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -1,165    -1,086        -9       -30       -98       145       166      -241       125       317      -149 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      79.8      11.7       9.1       3.6       1.1       2.6       0.6       0.6       2.2       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        20         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    21,176                :
: Positions                                                                                                    :
:   17,454    18,170     2,662         0       120         0     1,270         0        46       967       554 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -618       -79       352         0         0         0      -105         0        21        34       -21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      85.8      12.6       0.0       0.6       0.0       6.0       0.0       0.2       4.6       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        15         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    56,913                :
: Positions                                                                                                    :
:   45,771    37,499     7,890    15,126       344         0     2,141       859     1,734       662       219 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -1,822    -2,671      -553       -12       -10      -364      -119       139      -125       -49        67 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      65.9      13.9      26.6       0.6       0.0       3.8       1.5       3.0       1.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        23         6         .         5         0         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643C4                                                    Open Interest is    39,515                :
: Positions                                                                                                    :
:   33,714    19,059     3,030    16,620       831        84     1,036       579       433       797       473 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -675    -1,118      -140       197         0       -27         0        27       -51         2        48 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      48.2       7.7      42.1       2.1       0.2       2.6       1.5       1.1       2.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        16         5         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    21,122                :
: Positions                                                                                                    :
:   10,659    18,788     6,854         0     1,919       340       300       100     1,100         0         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -367     1,045     1,572         0      -522      -420         0       100       275         0      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.5      88.9      32.4       0.0       9.1       1.6       1.4       0.5       5.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        12         .         0         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    12,299                :
: Positions                                                                                                    :
:   10,462     9,460       463       640       844         0       100         0        50       970       280 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -774      -865      -196       -70         0         0       -25         0         0       -35       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      76.9       3.8       5.2       6.9       0.0       0.8       0.0       0.4       7.9       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        11         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    12,466                :
: Positions                                                                                                    :
:   10,791     9,460       609       640       691         0       100         0        50     1,370       205 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -826      -865      -169       -70         0         0       -25         0         0       -35       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      75.9       4.9       5.1       5.5       0.0       0.8       0.0       0.4      11.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        11         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    16,398                :
: Positions                                                                                                    :
:    8,559    13,695     4,890     1,603       195         0       100         0     2,090       275       485 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -747      -880      -530      -674         0         0       -50         0      -335         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      83.5      29.8       9.8       1.2       0.0       0.6       0.0      12.7       1.7       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        13         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    16,206                :
: Positions                                                                                                    :
:    7,756    13,460     5,211     1,593       195         0       100         0     2,160       275       540 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -770      -800      -593      -669         0         0       -50         0      -320         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.9      83.1      32.2       9.8       1.2       0.0       0.6       0.0      13.3       1.7       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        13         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    41,473                :
: Positions                                                                                                    :
:   28,248    37,008     8,335       400     1,160         0       225         0     1,530       525     2,135 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -1,766    -2,171      -643      -200       -90         0       -95         0       -30         0        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      89.2      20.1       1.0       2.8       0.0       0.5       0.0       3.7       1.3       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        12         4         .         .         0         .         0         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    41,401                :
: Positions                                                                                                    :
:   28,333    37,174     7,773       400     1,017         0       225         0     2,150       525     2,060 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -1,791    -2,201      -656      -200      -200         0       -95         0       -45        -5       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      89.8      18.8       1.0       2.5       0.0       0.5       0.0       5.2       1.3       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        13         4         .         .         0         .         0         7         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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   110,747                :
: Positions                                                                                                    :
:   83,240    75,380    22,720    20,072     1,955       740     1,350        60       870    10,724     1,127 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -4,238    -5,423    -1,217       -43       128      -200       245       -45       140      -334      -245 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      68.1      20.5      18.1       1.8       0.7       1.2       0.1       0.8       9.7       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       32        26         .         4         .         .         .         .         .         7         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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   119,767                :
: Positions                                                                                                    :
:   89,972    85,936    25,510    20,084     1,255       545     1,102        90       955     9,875     1,425 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -5,249    -5,470      -885      -394      -405      -145       135        45       -35      -570      -322 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      71.8      21.3      16.8       1.0       0.5       0.9       0.1       0.8       8.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       32        28         .         4         5         .         .         .         5         9         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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   267,387                :
: Positions                                                                                                    :
:  153,943   174,783    19,332     3,449    45,112    15,023     8,665    12,350     6,858     8,468    14,235 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:   -4,028    -3,405    -2,272        68       474    -1,076    -1,042       672       851    -2,301     2,343 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      65.4       7.2       1.3      16.9       5.6       3.2       4.6       2.6       3.2       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       32        32         5         .         7        10         8         8         9        13        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    16,281                :
: Positions                                                                                                    :
:    9,222    14,977     2,655       829       475       570         0         0     3,345         0         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -705      -796       150       -86      -150       -65         0         0       -65         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.6      92.0      16.3       5.1       2.9       3.5       0.0       0.0      20.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15         8         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    15,913                :
: Positions                                                                                                    :
:    8,606    14,720     2,608        73       850       150       210        60     3,425         0         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -691      -565       259         1      -260         0      -100         0       -10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      92.5      16.4       0.5       5.3       0.9       1.3       0.4      21.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15         7         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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 N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643ID                                                    Open Interest is     3,606                :
: Positions                                                                                                    :
:    2,201     3,381       600        25         0       200         0         0       600       200         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -350       250       600         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      93.8      16.6       0.7       0.0       5.5       0.0       0.0      16.6       5.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       10        14         .         .         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    65,296                :
: Positions                                                                                                    :
:   42,287    46,278    12,724     7,850        85         0       433       995         0       450         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      360       730       320       250         0         0      -300         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      70.9      19.5      12.0       0.1       0.0       0.7       1.5       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        19         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    57,382                :
: Positions                                                                                                    :
:   38,078    38,564    10,536     8,240         0         0     1,795       375         0         0         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      340       785       240       180         0         0      -400       185         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      67.2      18.4      14.4       0.0       0.0       3.1       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        19         .         .         0         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    27,505                :
: Positions                                                                                                    :
:    8,842    18,815    11,998     1,975     1,487       155     2,160         0     2,160         0        75 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.1      68.4      43.6       7.2       5.4       0.6       7.9       0.0       7.9       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        12         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    24,095                :
: Positions                                                                                                    :
:    6,890    17,990    10,930       290     1,795       175     1,680       140     2,005         0         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.6      74.7      45.4       1.2       7.4       0.7       7.0       0.6       8.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        15         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    47,890                :
: Positions                                                                                                    :
:   21,125    20,559     5,385    18,316       498    12,530         0     4,385         0       685       350 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      197       172       255       -70        66      -355         0       225         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.1      42.9      11.2      38.2       1.0      26.2       0.0       9.2       0.0       1.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        19         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                             :
CFTC Code #064CXP                                                    Open Interest is    26,495                :
: Positions                                                                                                    :
:   10,099    10,354     4,795     9,050         0     5,120       470     3,675         0       410       400 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -190      -375       215         0       -18      -300         0         0         0       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.1      39.1      18.1      34.2       0.0      19.3       1.8      13.9       0.0       1.5       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        14         .         .         0         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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.WEST_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064DEU                                                    Open Interest is    26,185                :
: Positions                                                                                                    :
:   17,640     9,975     4,035       700       770       460    11,850     2,075         0         0         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      120        80         0       -80         0         0       120      -120         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      38.1      15.4       2.7       2.9       1.8      45.3       7.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        13         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    97,133                :
: Positions                                                                                                    :
:   48,085    34,458    11,153    32,895     3,260     8,425     2,435     2,060     3,080       425     1,315 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:    2,007     1,850      -590       300         0     3,150        50      -150    -2,400         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.5      35.5      11.5      33.9       3.4       8.7       2.5       2.1       3.2       0.4       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        22         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    92,516                :
: Positions                                                                                                    :
:   45,184    32,404    12,415    31,725     3,260     9,750     2,010     1,900         0       610     1,570 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:    2,269     2,020      -650       300         0     3,150        50       -50    -1,890       510       265 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.8      35.0      13.4      34.3       3.5      10.5       2.2       2.1       0.0       0.7       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        21         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    26,886                :
: Positions                                                                                                    :
:   13,577     8,285     2,900     2,037     1,904     2,280     7,315       550       955     3,140       345 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -207      -397       150       310         0         0       395        50      -150      -275         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.5      30.8      10.8       7.6       7.1       8.5      27.2       2.0       3.6      11.7       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16         9         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    27,936                :
: Positions                                                                                                    :
:   12,532     8,460     2,740     2,337     1,446     2,280    10,465       550     2,015        50     1,360 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -207      -397       150       310         0         0       995        50       710       -15       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.9      30.3       9.8       8.4       5.2       8.2      37.5       2.0       7.2       0.2       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         9         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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.JCPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EJI                                                    Open Interest is    27,269                :
: Positions                                                                                                    :
:   13,073     8,255        37     8,775       850     9,540        75       400         0     5,925        70 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:        0       100        37      -113       113         0         0         0         0        55        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.9      30.3       0.1      32.2       3.1      35.0       0.3       1.5       0.0      21.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         6         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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.JCPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EJJ                                                    Open Interest is    26,531                :
: Positions                                                                                                    :
:   12,607     8,260       218     8,575       613     9,540        75       400        50     5,810        70 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:        0       100       150         0         0         0         0         0         0        55        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.5      31.1       0.8      32.3       2.3      36.0       0.3       1.5       0.2      21.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13         6         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    56,148                :
: Positions                                                                                                    :
:   15,661    42,811     6,597     8,440       140    18,515         0         0    10,625         0         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      395       520      -315         0         0       320         0         0       120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.9      76.2      11.7      15.0       0.2      33.0       0.0       0.0      18.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        14         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    56,870                :
: Positions                                                                                                    :
:   17,432    40,583     6,170    11,350       140    18,340         0         0    10,105         0         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      406       531      -295         0         0       320         0         0       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.7      71.4      10.8      20.0       0.2      32.2       0.0       0.0      17.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        14         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    65,680                :
: Positions                                                                                                    :
:   23,370    53,320       760     4,465     2,260     7,880         0     1,355    25,595         0       135 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      700     1,000      -350       175       -60       225         0      -200       600         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.6      81.2       1.2       6.8       3.4      12.0       0.0       2.1      39.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        12         .         .         .         5         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    65,030                :
: Positions                                                                                                    :
:   23,580    52,050         0     4,585     2,815     7,380         0     1,655    25,495         0        60 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      900       950      -480       295        60       225         0      -200       600         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.3      80.0       0.0       7.1       4.3      11.3       0.0       2.5      39.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        10         0         .         .         4         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    18,995                :
: Positions                                                                                                    :
:   11,575     7,415       330       300     3,530        50     5,910        25     2,040       450       330 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:        0         0       250         0         0       -50         0         0      -200         0        70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      39.0       1.7       1.6      18.6       0.3      31.1       0.1      10.7       2.4       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         7         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    18,460                :
: Positions                                                                                                    :
:    9,935     7,380       295       300     3,160        50     5,910        25     2,815       450       205 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:        0         0        25         0         0       -50         0         0        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      40.0       1.6       1.6      17.1       0.3      32.0       0.1      15.2       2.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         7         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    70,580                :
: Positions                                                                                                    :
:   36,980    38,545       600     1,085     3,410     2,350    19,005     1,050    19,735     1,150     1,185 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      605       495         0       190       -50       -75       100         0       255         0       205 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      54.6       0.9       1.5       4.8       3.3      26.9       1.5      28.0       1.6       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       12        13         .         .         .         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    67,605                :
: Positions                                                                                                    :
:   36,005    36,430     1,470       305     3,320     2,320    19,005     1,045    16,975     1,150     1,360 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      680       570      -350      -160       230       -75       100         0       255         0       195 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      53.9       2.2       0.5       4.9       3.4      28.1       1.5      25.1       1.7       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       13        15         .         .         .         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    56,518                :
: Positions                                                                                                    :
:   35,380    20,510     1,285    15,095     2,450    12,470       305     2,365        50    13,620        15 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      115        30       100       570       -70       235        50         0         0      -200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      36.3       2.3      26.7       4.3      22.1       0.5       4.2       0.1      24.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        13         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    47,624                :
: Positions                                                                                                    :
:   31,339    18,560        80    10,934     3,220     8,520       300     2,440       125    10,420       505 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      115       -20        80       550       -50       185        50         0         0      -200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      39.0       0.2      23.0       6.8      17.9       0.6       5.1       0.3      21.9       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        13         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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   165,275                :
: Positions                                                                                                    :
:  103,596    91,435    23,130     2,285     6,480         0    14,091     5,614     1,150    20,065     1,515 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -446      -926     1,335       835       -45         0        35       275         0       945        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      55.3      14.0       1.4       3.9       0.0       8.5       3.4       0.7      12.1       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       26        27         .         .         .         0         4         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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   149,429                :
: Positions                                                                                                    :
:   91,222    84,239    23,938         0     6,050         0     6,596     8,434     1,000    25,325     1,400 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -279      -519       895         0       380         0      -615       875         0     1,750        55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      56.4      16.0       0.0       4.0       0.0       4.4       5.6       0.7      16.9       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        26         .         0         .         0         4         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    56,810                :
: Positions                                                                                                    :
:   29,500    28,580    17,646     7,876     2,929        60     1,895     2,275         0     8,860         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:    1,000     1,155       380       115      -330       -60       750      -295         0      -700         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      50.3      31.1      13.9       5.2       0.1       3.3       4.0       0.0      15.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        15         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    49,019                :
: Positions                                                                                                    :
:   24,010    23,645    15,171     6,026     3,333       175     1,650     2,640         0     8,050         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      975     1,075       530       105       -41       -60       810      -580         0      -560      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.0      48.2      30.9      12.3       6.8       0.4       3.4       5.4       0.0      16.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        18         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    37,585                :
: Positions                                                                                                    :
:   17,975    18,455         0    14,880     1,675    12,740        75       645     2,350         0       650 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -460       340         0      -570         0       580         0       -50      -350         0       350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      49.1       0.0      39.6       4.5      33.9       0.2       1.7       6.3       0.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        16         0         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKD                                                    Open Interest is    45,075                :
: Positions                                                                                                    :
:   13,755    26,425         0    13,085     2,385    23,300         0     1,270     2,350         0       650 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:     -330       720         0    -1,270         0       130         0       -60      -350         0       350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.5      58.6       0.0      29.0       5.3      51.7       0.0       2.8       5.2       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        12         0         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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   123,724                :
: Positions                                                                                                    :
:   77,754    65,904       920    10,930    11,345     1,490    11,140     3,900     7,750         0         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      737      -778       395       -10      -665         0     1,670       -55      -250         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      53.3       0.7       8.8       9.2       1.2       9.0       3.2       6.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       26        26         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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    98,719                :
: Positions                                                                                                    :
:   57,115    42,154     1,315    17,556     9,874         0     5,865     8,050     6,970         0         0 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:      735      -495     1,315      -355       200         0     2,720      -500      -210         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      42.7       1.3      17.8      10.0       0.0       5.9       8.2       7.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       23        25         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 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.ATSI_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064FZA                                                    Open Interest is    33,615                :
: Positions                                                                                                    :
:   22,940    17,185         0    11,580     1,280     4,820       300         0     1,240         0       645 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      51.1       0.0      34.4       3.8      14.3       0.9       0.0       3.7       0.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        10         0         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
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PJM.ATSI_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064FZB                                                    Open Interest is    32,400                :
: Positions                                                                                                    :
:   23,270    16,205         0    11,155     1,710     3,545       530        30     1,060         0       475 :
:                                                                                                              :
: Changes from:     October 29, 2019                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      50.0       0.0      34.4       5.3      10.9       1.6       0.1       3.3       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         0         .         .         .         .         .         .         0         . :
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Updated November 08, 2019