Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                         :
CFTC Code #024656                                                    Open Interest is    21,138                :
: Positions                                                                                                    :
:    9,532    11,120     1,153       364     1,455       677     2,534       508     5,626     2,870     1,546 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      132      -238       -62       223       -59         0       185         0       178        92        37 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.1      52.6       5.5       1.7       6.9       3.2      12.0       2.4      26.6      13.6       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       12        14         4         .         4         .         4         .         5         6         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    34,215                :
: Positions                                                                                                    :
:   19,325    20,115         0     2,935     5,212     3,803       407     1,518       531       482     3,441 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      166       469         0      -241       231       -26        48        46        26      -112       110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      58.8       0.0       8.6      15.2      11.1       1.2       4.4       1.6       1.4      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       26        25         0         .         .         .         .         4         7         4        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    39,000                :
: Positions                                                                                                    :
:   23,436    34,763     6,613         0     2,598        48     1,094         0     5,910       175       370 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      517       266      -232         0       276         0        94         0        50       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      89.1      17.0       0.0       6.7       0.1       2.8       0.0      15.2       0.4       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        21         .         0         .         .         5         0         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is    29,496                :
: Positions                                                                                                    :
:   24,592    25,905       170       622     1,399         0        50        50     2,150       425     1,025 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      150       650      -150       -25        77         0         0         0       100      -525       400 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      87.8       0.6       2.1       4.7       0.0       0.2       0.2       7.3       1.4       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        14         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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   141,758                :
: Positions                                                                                                    :
:  117,155    96,003     2,396    24,427     5,768     8,405     2,323     5,372       969     6,603     1,254 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:    1,363       960     1,718       583      -355       200       590      -100      -735       398      -665 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      67.7       1.7      17.2       4.1       5.9       1.6       3.8       0.7       4.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       27        31         .         .         5         .         4         .         4         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    65,374                :
: Positions                                                                                                    :
:   56,146    43,295     2,754    10,721     3,502       301     3,785     1,789       150     1,550       725 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      802       773         0       321      -288         0      -262       287       -25       -55        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      66.2       4.2      16.4       5.4       0.5       5.8       2.7       0.2       2.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       20        23         .         .         .         .         6         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                         :
CFTC Code #064396                                                    Open Interest is    32,943                :
: Positions                                                                                                    :
:   29,727    24,326     2,241     7,137       800         0        25         0         0       450       175 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      300         0       275       550       -72         0         0         0         0        25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      73.8       6.8      21.7       2.4       0.0       0.1       0.0       0.0       1.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10        13         .         .         .         0         .         0         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                     :
CFTC Code #06439A                                                    Open Interest is    67,595                :
: Positions                                                                                                    :
:   42,287    39,848       226    13,386     6,585    15,940       250       425       600     5,645     1,315 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      193      -237      -120        10        40         0         0         0         0       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      59.0       0.3      19.8       9.7      23.6       0.4       0.6       0.9       8.4       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        20         .         .         4         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV   800MWh                                                 :
CFTC Code #06439B                                                    Open Interest is    85,904                :
: Positions                                                                                                    :
:   52,233    39,693       159    30,403     4,562    25,832     2,170     1,380     1,092     7,293       295 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      485      -469      -100       583      -203       777       490         0         0       495       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      46.2       0.2      35.4       5.3      30.1       2.5       1.6       1.3       8.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        22         .         .         4         .         6         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    71,663                :
: Positions                                                                                                    :
:   55,233    51,039     9,849    17,830     1,115     1,550       150         0     2,001        25     1,328 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      410       525       175        60         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      71.2      13.7      24.9       1.6       2.2       0.2       0.0       2.8       0.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        21         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    97,534                :
: Positions                                                                                                    :
:   70,943    60,439    19,618    34,630       402     1,550       175         0     2,712        75     1,672 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      228       160         0         8         0         0         0         0       -60         0        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      62.0      20.1      35.5       0.4       1.6       0.2       0.0       2.8       0.1       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        23         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    45,315                :
: Positions                                                                                                    :
:   34,710    43,820     9,760        65       710         0         0         0         0       420         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:     -475    -1,815    -1,340         0        60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      96.7      21.5       0.1       1.6       0.0       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        16         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                  :
CFTC Code #06439L                                                    Open Interest is    25,023                :
: Positions                                                                                                    :
:   20,126    20,401     2,070     1,641     2,226         0       600         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:       43    -1,364    -1,080        66       -91         0         0         0       -82         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      81.5       8.3       6.6       8.9       0.0       2.4       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       16        17         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                               :
CFTC Code #06439N                                                    Open Interest is    14,860                :
: Positions                                                                                                    :
:    9,435    10,910     4,560         0         0       200     3,950         0       575         0         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:     -195      -805      -285         0         0        50       250         0      -125         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      73.4      30.7       0.0       0.0       1.3      26.6       0.0       3.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         8         .         0         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                                 :
CFTC Code #06439R                                                    Open Interest is    74,453                :
: Positions                                                                                                    :
:   44,735    47,895       341    12,688     8,271     6,633        75       758     9,428       494     3,968 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:   -6,245       156       236    -2,200      -297       706       -87       -69     1,003    -2,136    -1,586 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      64.3       0.5      17.0      11.1       8.9       0.1       1.0      12.7       0.7       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       27        29         .         .         .         4         .         4        11         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643A8                                                    Open Interest is    28,218                :
: Positions                                                                                                    :
:   18,472    19,482         0     5,490       429     3,600         0       300     3,265       325     1,850 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:   -1,620      -277         0      -495         0       475         0      -175       275      -105      -275 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      69.0       0.0      19.5       1.5      12.8       0.0       1.1      11.6       1.2       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        17         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    55,210                :
: Positions                                                                                                    :
:   46,301    52,963     6,887       100     1,512         0         0         0       225       280       140 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:     -673    -2,124    -1,177         0        97         0         0         0      -225        40       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      95.9      12.5       0.2       2.7       0.0       0.0       0.0       0.4       0.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        20         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #0643B3                                                    Open Interest is    39,063                :
: Positions                                                                                                    :
:   32,255    25,022         0     6,776     5,078       775     1,950         0       200         0       185 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:     -166      -511         0       382      -508      -125       -50         0        15      -115       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      64.1       0.0      17.3      13.0       2.0       5.0       0.0       0.5       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        21         0         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    64,327                :
: Positions                                                                                                    :
:   52,710    60,207     5,152     1,195     2,560       150         0         0     3,337       200         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:    1,665     1,675        10         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      93.6       8.0       1.9       4.0       0.2       0.0       0.0       5.2       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        15         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    71,048                :
: Positions                                                                                                    :
:   57,865    61,493     6,867     3,365     1,980       175         0         0     3,969     4,150        60 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:    2,165     2,230         0         0         0         0         0         0       125         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      86.6       9.7       4.7       2.8       0.2       0.0       0.0       5.6       5.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        17         .         .         .         .         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    86,187                :
: Positions                                                                                                    :
:   67,481    78,447    10,676     2,232     3,323         0       295       159     4,200     1,477       254 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:     -379      -653       -55        36       -15         0         5         0       -10       170       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      91.0      12.4       2.6       3.9       0.0       0.3       0.2       4.9       1.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        26         .         .         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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   110,066                :
: Positions                                                                                                    :
:   85,423    92,023    11,633     4,307     4,934         0     2,624       601     6,124     4,377     1,184 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:     -224      -551        -4        -2        18         0        86        54       115       354      -275 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      83.6      10.6       3.9       4.5       0.0       2.4       0.5       5.6       4.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       22        29         .         .         4         0         8         .         .         6         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    52,035                :
: Positions                                                                                                    :
:   43,882    45,135     5,105       852     2,528         0     1,215       225       125     1,900       150 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      125         0       -25         0         0         0         0         0       -25        75        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      86.7       9.8       1.6       4.9       0.0       2.3       0.4       0.2       3.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        12         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    47,385                :
: Positions                                                                                                    :
:   40,145    44,925     6,435         0       780         0         0         0        25     1,680         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:     -225       -75       150         0      -300         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      94.8      13.6       0.0       1.6       0.0       0.0       0.0       0.1       3.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10         8         .         0         .         0         0         0         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    62,533                :
: Positions                                                                                                    :
:   47,964    58,442     7,270         0     3,242       700       150       250     2,581         0       226 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:        7     1,695       875         0        -2         0         0         0       813         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      93.5      11.6       0.0       5.2       1.1       0.2       0.4       4.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        18         .         0         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    61,007                :
: Positions                                                                                                    :
:   42,515    54,172     7,799       641     1,927     1,700        75     3,870     2,694         0       122 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      720     1,256       976         0        74      -930         0       210       415         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      88.8      12.8       1.1       3.2       2.8       0.1       6.3       4.4       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        22         .         .         .         4         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    30,323                :
: Positions                                                                                                    :
:   15,799    29,859    13,803         0        60         0       258        80       425         0         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      -45         0      -175         0         0         0         0         0       220         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      98.5      45.5       0.0       0.2       0.0       0.9       0.3       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        11         4         0         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    28,627                :
: Positions                                                                                                    :
:   15,593    28,332    12,473         0        50         0       200         0       250        45         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      -60         0      -220         0         0         0         0         0       220         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.5      99.0      43.6       0.0       0.2       0.0       0.7       0.0       0.9       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        11         4         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    32,705                :
: Positions                                                                                                    :
:   27,309    24,223     2,470     1,210       977         0     3,690       879       209       916       785 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:       -5       -40        -5         0        -5         0        25         0         0         5         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      74.1       7.6       3.7       3.0       0.0      11.3       2.7       0.6       2.8       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        17         4         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    21,363                :
: Positions                                                                                                    :
:   17,115    18,530     2,359         0       178        40       725       650       213       615       437 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      -75         0         0         0         0        40       -60        60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      86.7      11.0       0.0       0.8       0.2       3.4       3.0       1.0       2.9       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        15         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    54,224                :
: Positions                                                                                                    :
:   41,435    35,416     3,796    10,859     1,622     4,831     3,705       975       775       936       696 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      617       785       -28      -170        58        50       -35        50        20        90       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      65.3       7.0      20.0       3.0       8.9       6.8       1.8       1.4       1.7       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        23         .         .         4         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    36,291                :
: Positions                                                                                                    :
:   32,110    18,652     1,511    13,359     1,640         0       475       380        45     1,337       318 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      265       -25       -46       150         0         0       100      -100         0        -5         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.5      51.4       4.2      36.8       4.5       0.0       1.3       1.0       0.1       3.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        17         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    20,122                :
: Positions                                                                                                    :
:   10,856    17,342     5,556         0     2,415       625       225         0       350         0       125 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:       55       105         0         0         0         0         0         0        50         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.0      86.2      27.6       0.0      12.0       3.1       1.1       0.0       1.7       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        14         .         0         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                        :
CFTC Code #0643CJ                                                    Open Interest is    13,502                :
: Positions                                                                                                    :
:   10,817    11,450       903       800       577         0        75        25       720       175       400 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      190      -210       150       400         0         0         0         0       -50       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      84.8       6.7       5.9       4.3       0.0       0.6       0.2       5.3       1.3       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         9         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    14,727                :
: Positions                                                                                                    :
:   12,325    11,670       865       700       507         0       925        25       220       175       725 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      190      -210       150       400         0         0         0         0       -50       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      79.2       5.9       4.8       3.4       0.0       6.3       0.2       1.5       1.2       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        10         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    19,730                :
: Positions                                                                                                    :
:   10,150    14,910     7,335     3,255       135        25         0         0     1,755     1,100       305 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      120      -265      -360         0         0         0         0         0       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      75.6      37.2      16.5       0.7       0.1       0.0       0.0       8.9       5.6       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        12         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    18,941                :
: Positions                                                                                                    :
:    8,952    14,220     7,775     3,230       146        25         0         0     1,800     1,100       220 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      120      -265      -360         0         0         0         0         0       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.3      75.1      41.0      17.1       0.8       0.1       0.0       0.0       9.5       5.8       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        12         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    47,356                :
: Positions                                                                                                    :
:   30,761    41,231     9,779     1,700     1,665       850         0         0     1,775       425     2,335 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      280       800       470         0      -205         0         0         0        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      87.1      20.6       3.6       3.5       1.8       0.0       0.0       3.7       0.9       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        12         4         .         .         .         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    47,074                :
: Positions                                                                                                    :
:   30,760    41,222     9,661     1,700     1,527       835         0        15     1,965       500     2,110 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      280       800       401       -69      -136         0         0         0        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      87.6      20.5       3.6       3.2       1.8       0.0       0.0       4.2       1.1       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        12         4         .         .         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643DB                                                    Open Interest is   125,461                :
: Positions                                                                                                    :
:  101,573    86,920    19,000    23,102     1,739       515     1,490       310     1,487    11,185       715 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      534       865     1,000      -415      -369         0         0         0      -974       110        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      69.3      15.1      18.4       1.4       0.4       1.2       0.2       1.2       8.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       30        25         .         .         .         .         .         .         5         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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   134,813                :
: Positions                                                                                                    :
:  109,277    92,867    18,999    25,778     2,200     1,050     1,320       450     1,550    10,961     1,162 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      345       644    -1,000      -594       980         0         0         0        25      -700         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      68.9      14.1      19.1       1.6       0.8       1.0       0.3       1.1       8.1       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       32        26         .         .         4         .         .         .         .         8         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643DF                                                    Open Interest is   477,204                :
: Positions                                                                                                    :
:  287,196   293,442    23,509    13,079    86,940     7,722    15,913    35,481     9,833     6,028    25,713 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:    6,917     4,658       253     1,968     1,903    -1,240     1,436     2,076       -66    -2,195      -266 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      61.5       4.9       2.7      18.2       1.6       3.3       7.4       2.1       1.3       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       37        34         .         .         6         5        13         5        14         8        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    18,279                :
: Positions                                                                                                    :
:   11,188    17,244     2,650       495       435       635         0         0     3,195        25        75 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:       -3       103         0         0         0         0         0         0       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      94.3      14.5       2.7       2.4       3.5       0.0       0.0      17.5       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17         7         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    17,244                :
: Positions                                                                                                    :
:   10,246    16,127     2,766         0       557         0       490        10     3,490        25        35 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:        0       100         0         0         0         0         0         0       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.4      93.5      16.0       0.0       3.2       0.0       2.8       0.1      20.2       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15         6         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 DALY M - ICE FUTURES ENERGY DIV   16 MWh                                               :
CFTC Code #0643IB                                                    Open Interest is     7,845                :
: Positions                                                                                                    :
:    5,620     5,540       235       210        70         0        95        80       575     1,480       225 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      145       570       125       140       -85         0        35        15       290       380       120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      70.6       3.0       2.7       0.9       0.0       1.2       1.0       7.3      18.9       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        25         .         .         .         0         .         .         .         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    48,601                :
: Positions                                                                                                    :
:   34,241    32,038     4,605     5,445       395         0     1,463     1,350         0         0         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      930     1,005       645        45      -205         0       575      -125         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      65.9       9.5      11.2       0.8       0.0       3.0       2.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        17         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    43,415                :
: Positions                                                                                                    :
:   31,309    29,588     5,065     4,125       240         0     2,680       430         0         0         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      828       923       735       165       -15         0       425        60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      68.2      11.7       9.5       0.6       0.0       6.2       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        17         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    25,545                :
: Positions                                                                                                    :
:    6,105    18,650    13,410       360     2,050       750     1,350       265       325         0       175 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:     -100         0         0      -100         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.9      73.0      52.5       1.4       8.0       2.9       5.3       1.0       1.3       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        12         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    21,090                :
: Positions                                                                                                    :
:    3,840    16,385    12,550         0     1,685       825       950       250       300         0         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      -40       210       250         0      -250         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.2      77.7      59.5       0.0       8.0       3.9       4.5       1.2       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        13         .         0         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    32,851                :
: Positions                                                                                                    :
:   14,404    14,281     2,038    11,231       900    10,160       155     2,895         0     1,150         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      108       158        50         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.8      43.5       6.2      34.2       2.7      30.9       0.5       8.8       0.0       3.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        16         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                             :
CFTC Code #064CXP                                                    Open Interest is    22,299                :
: Positions                                                                                                    :
:    7,990    10,458     2,518     6,120       570     6,580       195     3,420         0       425         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      130      -570         0       700         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.8      46.9      11.3      27.4       2.6      29.5       0.9      15.3       0.0       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        13         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    79,322                :
: Positions                                                                                                    :
:   29,720    30,702    17,678    25,655     1,260     7,085     3,035     2,760     5,280         0     1,590 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      990     1,115      -265       150         0         0      -440       160       100         0      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.5      38.7      22.3      32.3       1.6       8.9       3.8       3.5       6.7       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        18         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    73,743                :
: Positions                                                                                                    :
:   27,977    27,116    18,750    25,225     1,260     7,460     2,795     2,150     1,365         0     1,960 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      325       625      -215        25         0         0      -440       265       100         0      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.9      36.8      25.4      34.2       1.7      10.1       3.8       2.9       1.9       0.0       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        18         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    23,750                :
: Positions                                                                                                    :
:   11,262     8,103     2,700     1,154     1,764     1,465     6,450       335     1,100     1,375     1,550 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      150       -50      -100      -400       258        50         0         0       100       650      -515 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.4      34.1      11.4       4.9       7.4       6.2      27.2       1.4       4.6       5.8       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15         8         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    22,795                :
: Positions                                                                                                    :
:   10,302     8,078     2,400       949     1,306     1,425     7,650       325     1,850        25     1,550 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      150       -50      -100      -400       258        50         0         0      -550         0        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.2      35.4      10.5       4.2       5.7       6.3      33.6       1.4       8.1       0.1       6.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         7         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    48,342                :
: Positions                                                                                                    :
:   14,579    32,727     3,047    10,455       165    15,475         0         0    10,205         0         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:    1,200     2,400       900     2,400      -300         0         0         0     2,700         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.2      67.7       6.3      21.6       0.3      32.0       0.0       0.0      21.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        12         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    48,810                :
: Positions                                                                                                    :
:   15,571    31,227     2,270    12,240       165    15,275         0         0    10,055         0         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:    1,200     2,400       900     2,400      -320         0         0         0     2,700         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.9      64.0       4.7      25.1       0.3      31.3       0.0       0.0      20.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        12         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    55,675                :
: Positions                                                                                                    :
:   20,935    47,455     2,115       640     1,885     5,455         0     1,765    19,990       400         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      650         0      -160       140       265       275         0         0      -525         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.6      85.2       3.8       1.1       3.4       9.8       0.0       3.2      35.9       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        11         .         .         .         5         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    55,025                :
: Positions                                                                                                    :
:   20,890    46,435     1,550       640     2,080     4,815         0     2,165    19,960       150        50 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      650         0      -170       140       265       275         0         0      -525         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.0      84.4       2.8       1.2       3.8       8.8       0.0       3.9      36.3       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        10         .         .         .         4         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EVG                                                    Open Interest is    15,880                :
: Positions                                                                                                    :
:    9,665     6,305     1,385         0     1,400         0     5,795         0     1,095       485       645 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      39.7       8.7       0.0       8.8       0.0      36.5       0.0       6.9       3.1       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         7         .         0         .         0         4         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064EVH                                                    Open Interest is    15,380                :
: Positions                                                                                                    :
:    9,210     6,020     1,745         0     1,085         0     6,095         0     1,495       485       490 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      39.1      11.3       0.0       7.1       0.0      39.6       0.0       9.7       3.2       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         7         .         0         .         0         4         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    64,645                :
: Positions                                                                                                    :
:   31,665    30,660     1,700     2,685     2,455     2,680    21,130     1,330    19,545     1,275       745 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      135       350         0        60       -10      -450       225      -145       950         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.0      47.4       2.6       4.2       3.8       4.1      32.7       2.1      30.2       2.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       15        13         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    63,470                :
: Positions                                                                                                    :
:   31,070    29,720     2,175     1,485     2,850     2,680    21,005     1,440    16,890     1,275     1,150 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:     -225       350         0         0         0      -150       225      -185       950         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.0      46.8       3.4       2.3       4.5       4.2      33.1       2.3      26.6       2.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        14         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    56,681                :
: Positions                                                                                                    :
:   33,517    20,575         0    12,442     2,872    16,125       125     1,755       125    16,795        65 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      -75     2,300         0       700       442       600        75         0         0    -2,550         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      36.3       0.0      22.0       5.1      28.4       0.2       3.1       0.2      29.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        10         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    45,792                :
: Positions                                                                                                    :
:   28,686    18,810         0    10,281     2,063    11,125         0     1,730       150    11,175       470 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:     -125       350         0    -1,650       305      -675         0        75        25       525       170 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      41.1       0.0      22.5       4.5      24.3       0.0       3.8       0.3      24.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18         9         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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   148,899                :
: Positions                                                                                                    :
:   93,565    85,606    16,817       270     8,222       674    13,135     6,735     1,650    13,685     1,805 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:    2,733     1,083       900         0       526       225       300      -225       -25     2,450      -385 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      57.5      11.3       0.2       5.5       0.5       8.8       4.5       1.1       9.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        29         .         .         .         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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   135,234                :
: Positions                                                                                                    :
:   83,766    79,587    19,082         0     6,040     2,499     7,745     5,615     1,400    19,415     1,215 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      830       540    -1,730         0       376       225      -600      -225       -25      -640       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      58.9      14.1       0.0       4.5       1.8       5.7       4.2       1.0      14.4       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        27         .         0         .         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    40,375                :
: Positions                                                                                                    :
:   18,260    19,260    14,770     9,550       450     1,270       625     2,280         0     4,870         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:     -120       -30         0       -90         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.2      47.7      36.6      23.7       1.1       3.1       1.5       5.6       0.0      12.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        15         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    36,610                :
: Positions                                                                                                    :
:   15,525    16,465    12,850     7,710       935       670         0     3,700         0     4,920         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:      -25      -120         0        95       -75         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.4      45.0      35.1      21.1       2.6       1.8       0.0      10.1       0.0      13.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        17         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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    32,740                :
: Positions                                                                                                    :
:   13,995    18,225         0    10,410     1,960    11,635         0       795     2,700         0       300 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:     -600         0         0      -720         0      -120         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.7      55.7       0.0      31.8       6.0      35.5       0.0       2.4       8.2       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        11         0         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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   103,412                :
: Positions                                                                                                    :
:   64,613    49,313     1,255    11,075     8,965     1,075    11,245     4,730     4,630         0         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:    1,860    -1,075      -300     2,680      -505         0       -45         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      47.7       1.2      10.7       8.7       1.0      10.9       4.6       4.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       27        23         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is    86,722                :
: Positions                                                                                                    :
:   52,359    35,089         0    20,905     4,758       350     1,760     9,250     4,660         0         0 :
:                                                                                                              :
: Changes from:     August 6, 2019                                                                             :
:    1,954      -656         0     2,730      -215         0      -120         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.4      40.5       0.0      24.1       5.5       0.4       2.0      10.7       5.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        20         0         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated August 16, 2019