Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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 SWAP FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                :
CFTC Code #024656                                                    Open Interest is    45,791                :
: Positions                                                                                                    :
:   10,289    30,976     7,678       866       283     7,096     3,270       692    13,150     3,409     5,022 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:       -7       116       451         0         0      -105      -443       132      -248       368       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.5      67.6      16.8       1.9       0.6      15.5       7.1       1.5      28.7       7.4      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       10        11         4         .         .         .         5         4         9         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #024658                                                    Open Interest is     4,993                :
: Positions                                                                                                    :
:      663     2,627        15     1,100        69       790       285        45     1,829         0       667 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      -55       155         0        -5         0        15         0         0       205         0        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.3      52.6       0.3      22.0       1.4      15.8       5.7       0.9      36.6       0.0      13.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        4         7         .         .         .         .         .         .         7         0         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    63,449                :
: Positions                                                                                                    :
:   39,336    43,505     5,775     9,337     5,359     9,756         0       149     2,073     4,592       104 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:        0         0         0         0         0         0         0         0        22         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.0      68.6       9.1      14.7       8.4      15.4       0.0       0.2       3.3       7.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       27        24         .         .         .         6         0         .         4         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    36,543                :
: Positions                                                                                                    :
:   29,581    29,249         0     3,102     2,687       500       300         0     3,025       275       750 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      718       908         0      -400       260         0        75         0        50       125      -125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      80.0       0.0       8.5       7.4       1.4       0.8       0.0       8.3       0.8       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        18         0         .         .         .         .         0         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    24,497                :
: Positions                                                                                                    :
:   22,372    14,065         0     8,022       325         0         0         0       900     1,185       900 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:     -495        80         0       625       -60         0         0         0       500      -700       350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.3      57.4       0.0      32.7       1.3       0.0       0.0       0.0       3.7       4.8       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        17         0         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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   170,765                :
: Positions                                                                                                    :
:  135,527   123,353    17,393    13,727     4,812     6,583    14,618     2,346     2,236    10,250     1,575 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:    3,835     2,559    -1,624      -206       600       260      -870      -210      -110       850       135 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      72.2      10.2       8.0       2.8       3.9       8.6       1.4       1.3       6.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       34        32         4         .         4         .         5         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    56,319                :
: Positions                                                                                                    :
:   40,108    27,843     9,305    13,286     3,581       791     9,725       559     1,350       700       625 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:    1,100       600       200     2,175    -1,677       325    -1,550       175      -300       100       325 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      49.4      16.5      23.6       6.4       1.4      17.3       1.0       2.4       1.2       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       15        18         .         .         .         .         4         4         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    37,045                :
: Positions                                                                                                    :
:   31,290    16,430     5,755    19,565         0         0       450         0         0       600         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:    1,800     1,750       100         0         0         0         0         0         0       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      44.4      15.5      52.8       0.0       0.0       1.2       0.0       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        12         .         .         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    53,961                :
: Positions                                                                                                    :
:   38,501    36,412     3,440     2,735     9,305       400     4,400         0     1,340       100       825 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:     -161      -561      -125         0      -550         0         0         0      -275         0       175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      67.5       6.4       5.1      17.2       0.7       8.2       0.0       2.5       0.2       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       25        23         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    61,834                :
: Positions                                                                                                    :
:   51,602    40,896     2,725    12,695     5,075       715     1,530       125       890       905       480 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      554     1,899         0      -715        55       715       -50         0         0       -45        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      66.1       4.4      20.5       8.2       1.2       2.5       0.2       1.4       1.5       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       28        27         .         .         4         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    77,137                :
: Positions                                                                                                    :
:   50,407    59,102    21,235    13,655     3,320       750         0         0       630        85       765 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:     -340       385       605         0       155       150         0         0        -5        25      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      76.6      27.5      17.7       4.3       1.0       0.0       0.0       0.8       0.1       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        22         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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   103,249                :
: Positions                                                                                                    :
:   68,539    68,489    26,840    28,805     5,270       750         0         0     1,295         0       555 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      888       923       280       100        60       100         0         0      -245         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      66.3      26.0      27.9       5.1       0.7       0.0       0.0       1.3       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        22         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    31,160                :
: Positions                                                                                                    :
:   20,300    27,535     7,415         0     3,140         0         0         0       300         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      225       285        60         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.1      88.4      23.8       0.0      10.1       0.0       0.0       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       17        13         4         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    33,590                :
: Positions                                                                                                    :
:   27,490    26,980       530     1,365     4,675         0         0         0       450       390        90 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      -20      -365      -170       185      -185         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      80.3       1.6       4.1      13.9       0.0       0.0       0.0       1.3       1.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       17        13         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    24,471                :
: Positions                                                                                                    :
:   11,219    13,998         0     6,293     1,020     2,261         0         0     7,430       668     2,202 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      166        63      -150       161       150       255         0         0       -60        60       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.8      57.2       0.0      25.7       4.2       9.2       0.0       0.0      30.4       2.7       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        17         0         .         .         .         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    38,886                :
: Positions                                                                                                    :
:   25,706    35,896    10,725         0     2,430         0        50         0        25       410         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      180       240        60         0       110         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      92.3      27.6       0.0       6.2       0.0       0.1       0.0       0.1       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        21         4         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    43,185                :
: Positions                                                                                                    :
:   39,410    28,155     1,320    13,535       585         0         0         0       665       565       215 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      136       546         0      -400         0         0         0         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.3      65.2       3.1      31.3       1.4       0.0       0.0       0.0       1.5       1.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        18         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    42,315                :
: Positions                                                                                                    :
:   32,618    32,627     7,474     8,885       623         0         0         0     1,360         0        10 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      -12       358         0         0         0         0         0         0        80         0       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      77.1      17.7      21.0       1.5       0.0       0.0       0.0       3.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        15         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    49,324                :
: Positions                                                                                                    :
:   37,948    35,465     7,647     9,940     2,049         0         0         0     1,680     1,700         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      263       288         0         0         0         0         0         0        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      71.9      15.5      20.2       4.2       0.0       0.0       0.0       3.4       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        14         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    80,747                :
: Positions                                                                                                    :
:   69,889    71,094     8,352     6,702     1,245         0         0         0         0       423     1,055 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:   -2,071    -1,373       107         0       -28         0         0         0       -25      -611       165 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      88.0      10.3       8.3       1.5       0.0       0.0       0.0       0.0       0.5       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        21         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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   109,936                :
: Positions                                                                                                    :
:   94,612    94,860    11,128     9,264     1,371        35       984        40     1,890     2,520       552 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:    1,708     1,580       549       415      -155        35       447         0      -187      -375        61 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      86.3      10.1       8.4       1.2       0.0       0.9       0.0       1.7       2.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        23         .         .         .         .         4         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    32,386                :
: Positions                                                                                                    :
:   25,411    31,211     5,926         0       975         0        50         0        50       150         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:       25        25       -25         0        75         0        50         0         0       -75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      96.4      18.3       0.0       3.0       0.0       0.2       0.0       0.2       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        13         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    34,175                :
: Positions                                                                                                    :
:   26,750    23,595     1,100     4,230     3,685       600     2,100       250     1,400         0       125 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      435       300         0        50       -50         0         0         0       -85         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      69.0       3.2      12.4      10.8       1.8       6.1       0.7       4.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17        16         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    39,241                :
: Positions                                                                                                    :
:   20,691    31,161     6,020     2,210     3,965     6,230         0       500     1,180     1,200       200 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      478       248         0       150       330         0         0         0       -50         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.7      79.4      15.3       5.6      10.1      15.9       0.0       1.3       3.0       3.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        20         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    42,515                :
: Positions                                                                                                    :
:   20,545    39,381    21,603         0       125         0     1,600         0        92     1,300         4 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      -29       -40        29         0         0         0         0         0       -10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.3      92.6      50.8       0.0       0.3       0.0       3.8       0.0       0.2       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        13         4         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    37,164                :
: Positions                                                                                                    :
:   17,010    34,329    19,839        70       310         0     2,260         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:     -140       -65        15      -135      -240         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.8      92.4      53.4       0.2       0.8       0.0       6.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        12         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    28,453                :
: Positions                                                                                                    :
:   22,160    25,535     2,762       200     1,193         0     1,525         0     1,801         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      930       890         0       200         4         0       -75         0       -35         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      89.7       9.7       0.7       4.2       0.0       5.4       0.0       6.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        16         4         .         .         0         .         0         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                       :
CFTC Code #0643BZ                                                    Open Interest is    23,097                :
: Positions                                                                                                    :
:   20,045    20,965       376       745       587         0       345       320     1,180         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      965     1,080        80        30        15         0       -50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      90.8       1.6       3.2       2.5       0.0       1.5       1.4       5.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        17         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    48,912                :
: Positions                                                                                                    :
:   43,898    34,103     2,690     6,992     1,374        30     5,578        32       266       378       415 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      -73       -30      -133        13       103         0        18       -43        20      -172       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      69.7       5.5      14.3       2.8       0.1      11.4       0.1       0.5       0.8       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        21         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    37,875                :
: Positions                                                                                                    :
:   31,506    25,501     4,655     8,684       640        50     2,018       607         0       385         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:     -209       260       454        15       -82         0       -52        52       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      67.3      12.3      22.9       1.7       0.1       5.3       1.6       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        16         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    13,835                :
: Positions                                                                                                    :
:    6,580    13,285     5,050         0       530       225         0         0     1,235         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:        0       -25       -25         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6      96.0      36.5       0.0       3.8       1.6       0.0       0.0       8.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         9         .         0         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    13,935                :
: Positions                                                                                                    :
:    6,810    13,385     5,350         0       530       225         0         0       875         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:        0       -25       -25         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.9      96.1      38.4       0.0       3.8       1.6       0.0       0.0       6.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16         9         .         0         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                      :
CFTC Code #0643CN                                                    Open Interest is    16,880                :
: Positions                                                                                                    :
:   10,300    13,310     5,765     2,940       160         0         0         0       425         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      78.9      34.2      17.4       0.9       0.0       0.0       0.0       2.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        10         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    22,955                :
: Positions                                                                                                    :
:    9,734    16,855    11,485     3,910     1,240         0       825        75        50        50         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      270     2,450       980    -1,200       -75         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.4      73.4      50.0      17.0       5.4       0.0       3.6       0.3       0.2       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        10         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    20,365                :
: Positions                                                                                                    :
:    7,440    14,325     9,235     2,710     2,580         0       625        75        50        50         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      120     2,300       980    -1,200       590         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.5      70.3      45.3      13.3      12.7       0.0       3.1       0.4       0.2       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10         8         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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 DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                              :
CFTC Code #0643D4                                                    Open Interest is     7,340                :
: Positions                                                                                                    :
:    6,110     4,915         0     1,765       550       660         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:       75         0         0        75         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      67.0       0.0      24.0       7.5       9.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        10         0         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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 DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643D5                                                    Open Interest is     6,440                :
: Positions                                                                                                    :
:    5,900     4,295         0     1,515       520         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:       75         0         0        75         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      66.7       0.0      23.5       8.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         0         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    25,238                :
: Positions                                                                                                    :
:   18,005    16,437     3,155     2,515     3,260         0         0         0       444     2,940         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:    1,815       145    -1,250       470       700         0         0         0        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      65.1      12.5      10.0      12.9       0.0       0.0       0.0       1.8      11.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        12         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    25,658                :
: Positions                                                                                                    :
:   18,355    15,768     3,155     3,685     3,225         0         0         0       444     2,890        45 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:    1,715       145    -1,250       370       700         0         0         0        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      61.5      12.3      14.4      12.6       0.0       0.0       0.0       1.7      11.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        13         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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   116,435                :
: Positions                                                                                                    :
:   95,381    81,294    10,850    25,358     4,832         0       885       920     3,300     1,951       867 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:    1,030     1,975         0      -765       -60      -100       -75       125         0      -165       157 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      69.8       9.3      21.8       4.1       0.0       0.8       0.8       2.8       1.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       28        25         .         .         5         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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   130,759                :
: Positions                                                                                                    :
:  110,217    91,065    10,460    26,518     4,428       385     5,091       930     3,668     1,925       406 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:    1,107     2,823         0      -735        90       -25      -935        50       303         0       271 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      69.6       8.0      20.3       3.4       0.3       3.9       0.7       2.8       1.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       29        24         .         4         .         .         4         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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   251,440                :
: Positions                                                                                                    :
:  173,281   190,299     2,119     4,027    32,829    19,860     3,962     5,175     7,536     4,667    10,061 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:    8,563     1,010    -3,929     3,327      -855    -1,487    -1,390       585       -96       182       863 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      75.7       0.8       1.6      13.1       7.9       1.6       2.1       3.0       1.9       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       37        41         4         .         4         8         6         9        15         6        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    36,830                :
: Positions                                                                                                    :
:   26,692    32,760     5,305       630     2,430     1,435        75       635         0       250        25 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      205    -1,020      -545       630       285       -75        25        75         0       -50        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      88.9      14.4       1.7       6.6       3.9       0.2       1.7       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        13         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    35,035                :
: Positions                                                                                                    :
:   25,537    31,730     4,510         0     2,485     1,700        50       470         0       250        25 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:       55    -1,145    -1,175         0       715       -75         0        75         0       -50        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      90.6      12.9       0.0       7.1       4.9       0.1       1.3       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        12         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #0643F2                                                    Open Interest is    12,630                :
: Positions                                                                                                    :
:    7,315     7,655     2,810     3,070     1,905         0         0         0       600         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:        0       600       300         0         0         0         0         0       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      60.6      22.2      24.3      15.1       0.0       0.0       0.0       4.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         8         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643F3                                                    Open Interest is    12,450                :
: Positions                                                                                                    :
:    6,005     7,180     4,245     3,670     1,600         0         0         0       600         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:        0       600       300         0         0         0         0         0       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.2      57.7      34.1      29.5      12.9       0.0       0.0       0.0       4.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         8         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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 PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours-5MW per            :
CFTC Code #064A58                                                    Open Interest is   138,289                :
: Positions                                                                                                    :
:   46,470   115,518    58,077       215    13,250    19,296         0     1,196         0     8,110         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:     -660       840      -880         0         0         0         0         0         0    -2,380         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.6      83.5      42.0       0.2       9.6      14.0       0.0       0.9       0.0       5.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        11         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    29,273                :
: Positions                                                                                                    :
:   13,212    20,642    10,930       200     1,225        50         0       125         0     2,900         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.1      70.5      37.3       0.7       4.2       0.2       0.0       0.4       0.0       9.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        12         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    27,957                :
: Positions                                                                                                    :
:   12,186    19,586    11,130       430     1,515        50         0       125         0     2,900         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.6      70.1      39.8       1.5       5.4       0.2       0.0       0.4       0.0      10.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        13         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    26,375                :
: Positions                                                                                                    :
:   20,075     6,845       475     2,400     3,000         0     9,985         0         0     1,490         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      280      -320         0       300      -300         0       600         0         0      -300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      26.0       1.8       9.1      11.4       0.0      37.9       0.0       0.0       5.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        11         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    26,790                :
: Positions                                                                                                    :
:   20,530     7,255       475     3,295     3,000         0     9,835         0         0       790         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      275      -325         0       300      -300         0       600         0         0      -300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      27.1       1.8      12.3      11.2       0.0      36.7       0.0       0.0       2.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        12         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    39,275                :
: Positions                                                                                                    :
:   15,885    33,135    17,600         0       745       625       375       225         0       630        75 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      825     2,125       550      -775       150         0        25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.4      84.4      44.8       0.0       1.9       1.6       1.0       0.6       0.0       1.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        10         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    36,965                :
: Positions                                                                                                    :
:   14,125    31,315    17,580         0       595       825       325        75         0       680        75 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      650     1,850     1,050      -175         0         0        25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.2      84.7      47.6       0.0       1.6       2.2       0.9       0.2       0.0       1.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11         8         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    19,785                :
: Positions                                                                                                    :
:   14,835     8,205         0     1,390     2,370         0     5,315         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      41.5       0.0       7.0      12.0       0.0      26.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14         7         0         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    22,985                :
: Positions                                                                                                    :
:   17,040    12,135         0     5,900     1,420       200       430        50       300         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      420     1,075         0      -175      -190       150         0         0       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      52.8       0.0      25.7       6.2       0.9       1.9       0.2       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         0         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    20,780                :
: Positions                                                                                                    :
:   14,930    10,370         0     5,815     1,360       150       430        50       500         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:     -320       305         0      -175      -225       150         0         0       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      49.9       0.0      28.0       6.5       0.7       2.1       0.2       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         9         0         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    37,140                :
: Positions                                                                                                    :
:   24,525    10,915         0    23,850         0     9,540       700         0     1,375         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      120        25         0        25         0        30         0         0      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      29.4       0.0      64.2       0.0      25.7       1.9       0.0       3.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18         9         0         .         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    32,590                :
: Positions                                                                                                    :
:   20,780    12,800         0    16,885       185     8,205       700         0     1,375         0         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      125        25         0         0       185         0         0         0      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      39.3       0.0      51.8       0.6      25.2       2.1       0.0       4.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18         9         0         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    93,935                :
: Positions                                                                                                    :
:   46,060    82,110    27,650         0       920     8,445         0     1,665       825       825       570 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      615      -915    -2,575         0       770     1,545         0       155         0       500       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.0      87.4      29.4       0.0       1.0       9.0       0.0       1.8       0.9       0.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        23         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    86,335                :
: Positions                                                                                                    :
:   44,770    72,780    20,245         0     1,100     8,510         0     1,315       125       825       540 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:    2,250       925    -2,400         0       650     1,575         0        50         0       500       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      84.3      23.4       0.0       1.3       9.9       0.0       1.5       0.1       1.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        21         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    18,190                :
: Positions                                                                                                    :
:   13,795     5,725       200     7,525     1,065       100     1,650         0       625         0        75 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:        0         0         0         0         0       100         0         0      -100         0        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      31.5       1.1      41.4       5.9       0.5       9.1       0.0       3.4       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        13         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    47,805                :
: Positions                                                                                                    :
:   34,495    28,850         0     2,195     4,425         0     2,950       500         0       500       100 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:      200         0         0       200      -175         0       100         0         0      -100       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      60.3       0.0       4.6       9.3       0.0       6.2       1.0       0.0       1.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        19         0         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 23, 2018           
:                                             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    30,060                :
: Positions                                                                                                    :
:   17,010    15,480       190     1,540     3,860       300         0       225         0       600         0 :
:                                                                                                              :
: Changes from:     January 16, 2018                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.6      51.5       0.6       5.1      12.8       1.0       0.0       0.7       0.0       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        17         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------



Updated January 26, 2018