Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    42,673                :
: Positions                                                                                                    :
:   13,263    26,569     6,997       722       349       630     4,777     3,019    14,120     3,056     3,188 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:      321       900       198        15      -172      -215       -82       123       693        86        54 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.1      62.3      16.4       1.7       0.8       1.5      11.2       7.1      33.1       7.2       7.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       13        13         4         .         4         .         6         5         8         7         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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     5,021                :
: Positions                                                                                                    :
:    1,627     2,382        50       643       124       150       245        25     2,008       885       365 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:       35       150        15        20       -20       -75        15         0       195       -15        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.4      47.4       1.0      12.8       2.5       3.0       4.9       0.5      40.0      17.6       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        5         6         .         .         .         .         .         .         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    54,038                :
: Positions                                                                                                    :
:   33,954    38,084     2,905     5,058     5,739     8,488         0       109     1,530     4,208       350 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -2,600    -3,763    -1,760    -1,920       -60      -840       -40         0      -710      -380       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      70.5       5.4       9.4      10.6      15.7       0.0       0.2       2.8       7.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       28        22         .         .         .         4         0         .         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    40,919                :
: Positions                                                                                                    :
:   31,855    33,928         0     2,037     3,494       500       300         0     4,225       360       800 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,830      -677         0    -1,095       290       125         0         0       -75       -25      -450 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      82.9       0.0       5.0       8.5       1.2       0.7       0.0      10.3       0.9       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        18         0         .         .         .         .         0         7         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    25,872                :
: Positions                                                                                                    :
:   22,782    15,245         0     6,932       715        50         0        50     1,970     2,625       305 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -925      -920         0      -705       125      -150         0        50       450     1,000      -750 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      58.9       0.0      26.8       2.8       0.2       0.0       0.2       7.6      10.1       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        15         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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   172,916                :
: Positions                                                                                                    :
:  136,857   132,474    13,055    10,895     6,436     6,540     7,437     5,795     2,581     8,400     1,281 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -4,733    -2,816    -2,146    -1,788       597       224      -864      -304       686      -605       -57 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      76.6       7.5       6.3       3.7       3.8       4.3       3.4       1.5       4.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       34        32         4         .         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    57,374                :
: Positions                                                                                                    :
:   38,204    28,528    12,940    14,712     2,463       851     9,525       166     2,675     1,725        75 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,967    -1,115       205      -397        87      -450       175      -125       850       -25      -500 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      49.7      22.6      25.6       4.3       1.5      16.6       0.3       4.7       3.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       15        17         .         .         .         .         4         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    36,385                :
: Positions                                                                                                    :
:   31,135    15,405     5,250    20,205         0         0        50         0         0       725         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,235    -1,250      -265      -225         0         0      -150         0         0       125         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      42.3      14.4      55.5       0.0       0.0       0.1       0.0       0.0       2.0       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 March 6, 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    51,297                :
: Positions                                                                                                    :
:   38,217    35,210     2,635     2,010     8,390         0     4,375         0     1,110       525       640 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,774    -2,374      -315       395      -535      -200      -190       -10        35        75      -210 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      68.6       5.1       3.9      16.4       0.0       8.5       0.0       2.2       1.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       24        22         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    66,536                :
: Positions                                                                                                    :
:   51,326    48,215     5,685     8,020     6,040     1,105     2,055       810       861       710       430 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -2,324    -1,759        92    -1,130       645      -270       -65         0      -315        50       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      72.5       8.5      12.1       9.1       1.7       3.1       1.2       1.3       1.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        24         4         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    68,157                :
: Positions                                                                                                    :
:   47,696    50,632    16,575    12,980     2,365         0        90       260       625       950       510 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -4,417    -7,986    -4,235    -1,080         0       -60        90       -90        25       260      -330 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      74.3      24.3      19.0       3.5       0.0       0.1       0.4       0.9       1.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        21         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    98,179                :
: Positions                                                                                                    :
:   70,774    62,009    21,280    31,060     3,835       610         0         0       755       200       750 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -3,207    -6,796    -2,970      -120      -600      -425         0         0      -229       200      -270 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      63.2      21.7      31.6       3.9       0.6       0.0       0.0       0.8       0.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        23         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    30,579                :
: Positions                                                                                                    :
:   19,919    26,859     6,515         0     3,475       300         0         0       365         0         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -129       296       135         0       -45       300         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.1      87.8      21.3       0.0      11.4       1.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        17         4         0         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    33,975                :
: Positions                                                                                                    :
:   28,425    27,980       970     1,475     4,035         0         0         0       400       395        85 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:      325      -645    -1,170      -200         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      82.4       2.9       4.3      11.9       0.0       0.0       0.0       1.2       1.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       20        15         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                               :
CFTC Code #06439N                                                    Open Interest is    10,537                :
: Positions                                                                                                    :
:    7,985     9,462         0       875       200         0         0         0     2,352         0         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      89.8       0.0       8.3       1.9       0.0       0.0       0.0      22.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         9         0         .         .         0         0         0         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    37,509                :
: Positions                                                                                                    :
:   20,309    23,364         0     7,822     1,268     3,132       111       940     8,316       575     3,002 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:    3,983     3,980         0       -39       391      -443        94       364       519        15        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      62.3       0.0      20.9       3.4       8.3       0.3       2.5      22.2       1.5       8.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       18        23         0         .         .         5         .         .         6         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    38,961                :
: Positions                                                                                                    :
:   26,356    35,701     9,380         0     2,800       275       200        25       125       150         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -105       300       105         0       -45       275       -25        25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      91.6      24.1       0.0       7.2       0.7       0.5       0.1       0.3       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        21         4         0         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    45,609                :
: Positions                                                                                                    :
:   39,629    29,808     1,190    12,105       955     1,900     1,650         0       589       655       401 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:      903     1,903         0       750         0     1,800         0         0        40        75        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      65.4       2.6      26.5       2.1       4.2       3.6       0.0       1.3       1.4       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        20         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    40,652                :
: Positions                                                                                                    :
:   30,446    31,161     7,276     8,885       175       700         0         0     1,674         0       161 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,758    -2,495      -402      -200         0         0         0         0      -410         0       160 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      76.7      17.9      21.9       0.4       1.7       0.0       0.0       4.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        14         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    46,440                :
: Positions                                                                                                    :
:   35,523    33,367     7,559    10,230       918         0         0         0     2,010     1,500       175 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -2,293    -2,132       -89      -405       -76         0         0         0      -410      -100       175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      71.8      16.3      22.0       2.0       0.0       0.0       0.0       4.3       3.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        16         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    74,321                :
: Positions                                                                                                    :
:   62,407    65,734     9,216     4,897     1,595         0       350         0         0       675       911 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -5,527    -5,292      -210      -200        18         0         0         0         0      -241       -70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      88.4      12.4       6.6       2.1       0.0       0.5       0.0       0.0       0.9       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       23        22         .         .         4         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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   107,246                :
: Positions                                                                                                    :
:   91,571    88,466    11,566     7,332     1,639       425     1,258       160     1,475     7,977       125 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -5,412    -5,350      -350      -187        -8        25      -225       -50       140       177       -95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      82.5      10.8       6.8       1.5       0.4       1.2       0.1       1.4       7.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       24        23         .         .         4         4         4         .         5         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    36,685                :
: Positions                                                                                                    :
:   29,940    32,685     1,975         0     3,375       375         0         0       550       175       450 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -375      -965      -613         0       325         0       -50         0         0        25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      89.1       5.4       0.0       9.2       1.0       0.0       0.0       1.5       0.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        13         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    32,715                :
: Positions                                                                                                    :
:   25,850    21,165       600     5,225     2,945       975     1,850       250       325       145       970 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -840      -840      -250      -225         0         0      -125         0      -100       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      64.7       1.8      16.0       9.0       3.0       5.7       0.8       1.0       0.4       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        15         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    36,241                :
: Positions                                                                                                    :
:   19,506    26,566     4,500     3,785     3,290     6,195         0       510       955     1,200       875 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,019    -2,209    -1,450       -50        50      -215         0         0       655         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      73.3      12.4      10.4       9.1      17.1       0.0       1.4       2.6       3.3       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        19         .         .         .         4         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    42,122                :
: Positions                                                                                                    :
:   20,448    38,543    21,089         0       150         0     1,646         0        50     1,249        51 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,253    -2,079    -1,125         0       -25         0      -115         0       -46         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.5      91.5      50.1       0.0       0.4       0.0       3.9       0.0       0.1       3.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        11         4         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    35,878                :
: Positions                                                                                                    :
:   17,137    32,758    17,760        70       925         0     1,920         0        51       125         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -929    -2,066    -1,307         0         0         0      -170         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      91.3      49.5       0.2       2.6       0.0       5.4       0.0       0.1       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    29,331                :
: Positions                                                                                                    :
:   22,916    26,764     2,571       125       987       850     1,375         0     1,517         0        80 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,338    -1,827      -200         0        -9         0       -25         0      -198         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      91.2       8.8       0.4       3.4       2.9       4.7       0.0       5.2       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        14         4         .         4         .         .         0         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    22,240                :
: Positions                                                                                                    :
:   19,130    20,710     1,000       515       480         0        75       370       765         0         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -955    -1,040        32      -100       -32         0       -35         0      -200         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      93.1       4.5       2.3       2.2       0.0       0.3       1.7       3.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        16         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    47,680                :
: Positions                                                                                                    :
:   42,727    32,466     1,643     6,933     1,370       735     6,440        40       714       140       270 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -3,191    -2,587       -30      -312       -99        75       -25         0       123      -113      -125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      68.1       3.4      14.5       2.9       1.5      13.5       0.1       1.5       0.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        20         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    36,284                :
: Positions                                                                                                    :
:   30,899    24,054     4,691     9,033       122         0     2,715       160       125       174         1 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -2,123    -1,869       176      -388      -216         0       461      -381         0      -130         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      66.3      12.9      24.9       0.3       0.0       7.5       0.4       0.3       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        16         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    20,896                :
: Positions                                                                                                    :
:    9,511    16,975     8,150         0     3,075         0       825         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -769      -581       194         0       -14         0       -25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.5      81.2      39.0       0.0      14.7       0.0       3.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        13         .         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    13,705                :
: Positions                                                                                                    :
:    8,570    12,545     2,745         0     1,110       135         0         0       960        50         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:    2,030       315    -1,590         0       595       -45         0         0      -255         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      91.5      20.0       0.0       8.1       1.0       0.0       0.0       7.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15         8         .         0         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    13,565                :
: Positions                                                                                                    :
:    8,520    12,545     2,995         0       970       135         0         0       760        50         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:    1,975       280    -1,590         0       455       -45         0         0      -235         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      92.5      22.1       0.0       7.2       1.0       0.0       0.0       5.6       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15         8         .         0         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    19,460                :
: Positions                                                                                                    :
:   13,010    15,120     5,865     3,770         0         0         0         0       255         0         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:      645      -745      -600       825         0         0         0         0       -85         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.9      77.7      30.1      19.4       0.0       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        10         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    19,960                :
: Positions                                                                                                    :
:    7,894    14,615    10,210     3,720     1,425        75       200         0       100         0         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,388    -1,180      -315      -145      -315        75      -280       -75       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.5      73.2      51.2      18.6       7.1       0.4       1.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        10         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    18,155                :
: Positions                                                                                                    :
:    6,989    12,835     8,075     2,720     2,600        75         0         0       100         0         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,223    -1,255      -420       -45      -415        75      -280       -75       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.5      70.7      44.5      15.0      14.3       0.4       0.0       0.0       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         8         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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     6,265                :
: Positions                                                                                                    :
:    5,130     4,225         0     1,740       250       660         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -715      -530       -25        70       -70         0         0         0         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      67.4       0.0      27.8       4.0      10.5       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        12         0         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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     5,765                :
: Positions                                                                                                    :
:    5,110     4,235         0       950       530         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -575      -220       -25      -200        35         0         0         0         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.6      73.5       0.0      16.5       9.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        12         0         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    25,116                :
: Positions                                                                                                    :
:   15,862    17,371     4,055     1,895     3,880       600        25         0       300     1,900         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,320      -838       450     1,300      -730       600         0         0       -72      -785         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      69.2      16.1       7.5      15.4       2.4       0.1       0.0       1.2       7.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        16         .         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    25,754                :
: Positions                                                                                                    :
:   16,432    16,777     4,093     3,100     3,907       600        25         0       300     1,900         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,146      -703       442     1,335      -730       600         0         0       -72      -735       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      65.1      15.9      12.0      15.2       2.3       0.1       0.0       1.2       7.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        17         .         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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   111,284                :
: Positions                                                                                                    :
:   88,772    81,485     8,810    18,127     7,872        25       965       600     3,135       175     1,805 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -7,501    -4,362    -1,020    -5,024     1,050        25       300      -385      -392        25      -328 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      73.2       7.9      16.3       7.1       0.0       0.9       0.5       2.8       0.2       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       28        25         .         .         5         .         .         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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   124,807                :
: Positions                                                                                                    :
:  102,885    92,660     9,920    21,352     6,790        25     2,405        85     3,515       168     1,342 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -9,195    -3,725      -270    -4,789       412        25    -1,509      -270      -577         1      -234 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      74.2       7.9      17.1       5.4       0.0       1.9       0.1       2.8       0.1       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       30        26         .         4         4         .         4         .         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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   248,636                :
: Positions                                                                                                    :
:  175,923   195,443     5,642     5,878    23,017    22,386     4,885     4,247     8,682     6,768     8,379 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -8,114    -7,270    -1,111     1,014    -4,017    -1,737      -394       100     2,916    -1,410    -2,445 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      78.6       2.3       2.4       9.3       9.0       2.0       1.7       3.5       2.7       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       35        39         4         4         5         9         7         7        13         9        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    33,602                :
: Positions                                                                                                    :
:   23,787    30,576     3,997         0     2,686       960         0       175     1,723       150         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,825    -2,237       280         0      -325      -830       -50        55       -25      -125         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      91.0      11.9       0.0       8.0       2.9       0.0       0.5       5.1       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19        10         .         0         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    31,968                :
: Positions                                                                                                    :
:   22,456    28,975     4,722         0     1,978       230         0       850     1,358        50       100 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,400    -1,822       255         0      -215      -790       -25        90       -25      -125         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      90.6      14.8       0.0       6.2       0.7       0.0       2.7       4.2       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19         9         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    31,740                :
: Positions                                                                                                    :
:   10,745    22,443    14,060         0     1,405     1,885         0         0         0     4,325         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -516      -683      -880      -100      -130       805         0       -25         0       200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.9      70.7      44.3       0.0       4.4       5.9       0.0       0.0       0.0      13.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        15         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    29,896                :
: Positions                                                                                                    :
:    9,786    20,429    13,240        60     1,745     1,885         0         0         0     4,325         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -561      -729      -865      -110      -180       805         0       -25         0       200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.7      68.3      44.3       0.2       5.8       6.3       0.0       0.0       0.0      14.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        14         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    24,490                :
: Positions                                                                                                    :
:   18,045     5,795       450     2,725     3,355         0     9,605        50         0       520         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -2,035      -365       200      -555      -200         0      -565        50         0      -360       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      23.7       1.8      11.1      13.7       0.0      39.2       0.2       0.0       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17         9         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    24,650                :
: Positions                                                                                                    :
:   17,940     5,855       450     2,760     3,855         0     9,405        50         0       520         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,935      -400       200      -745      -200         0      -590        50         0       -10       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      23.8       1.8      11.2      15.6       0.0      38.2       0.2       0.0       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        10         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    36,040                :
: Positions                                                                                                    :
:   14,525    30,365    17,610         0       495         0       225       100         0     1,545         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -550      -850     1,405         0       -75      -400       225      -225         0     1,065       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.3      84.3      48.9       0.0       1.4       0.0       0.6       0.3       0.0       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         9         .         0         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    33,785                :
: Positions                                                                                                    :
:   12,975    28,945    17,540         0       345       150       175         0         0     1,545         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -450    -1,225       930         0      -150      -475       175      -175         0     1,040       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.4      85.7      51.9       0.0       1.0       0.4       0.5       0.0       0.0       4.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         8         .         0         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    16,330                :
: Positions                                                                                                    :
:   13,510     6,680         0     2,795     1,430         0     4,165         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,030      -810         0       300      -325         0      -575         0         0      -155       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      40.9       0.0      17.1       8.8       0.0      25.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14         8         0         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    22,495                :
: Positions                                                                                                    :
:   17,845    10,290         0     9,930       635       420         0       400     1,200         0       105 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:      935      -280         0     2,880      -530       395      -405       225       875         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      45.7       0.0      44.1       2.8       1.9       0.0       1.8       5.3       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        10         0         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    20,460                :
: Positions                                                                                                    :
:   15,495     8,565         0     9,575       600       420         0       400     1,230         0        75 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:      635      -415         0     2,795      -690       420      -455       275       890         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      41.9       0.0      46.8       2.9       2.1       0.0       2.0       6.0       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        10         0         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    38,380                :
: Positions                                                                                                    :
:   25,720    11,080         0    23,895         0     8,330         0       440     2,160     1,250         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -2,110       -60         0    -3,800         0    -1,595      -350       100       -50       450      -450 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      28.9       0.0      62.3       0.0      21.7       0.0       1.1       5.6       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15         8         0         .         0         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    33,675                :
: Positions                                                                                                    :
:   22,225    13,155         0    16,995       285     7,100         0        20     2,060     1,250         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -1,920      -115         0    -3,150         0    -1,190      -350       -55       -50       450      -450 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      39.1       0.0      50.5       0.8      21.1       0.0       0.1       6.1       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         8         0         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    93,530                :
: Positions                                                                                                    :
:   40,470    81,305    31,065         0       225    10,475         0     2,290     1,770     2,460         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -2,575    -5,825    -3,585         0       125       355         0      -105       -35         0      -340 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.3      86.9      33.2       0.0       0.2      11.2       0.0       2.4       1.9       2.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       14        26         .         0         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    86,445                :
: Positions                                                                                                    :
:   41,170    72,690    22,070         0       420    10,085         0     1,940     1,740     2,360         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:   -2,220    -5,260    -3,105         0       125      -225         0       150       275         0      -300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6      84.1      25.5       0.0       0.5      11.7       0.0       2.2       2.0       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       13        24         .         0         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    19,560                :
: Positions                                                                                                    :
:   15,120     6,610         0     5,715     1,725         0     3,650         0       675         0         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:     -840      -320      -100      -595       180         0        50      -100        75         0       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      33.8       0.0      29.2       8.8       0.0      18.7       0.0       3.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        13         0         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    46,920                :
: Positions                                                                                                    :
:   33,035    30,040         0     1,295     5,690         0     1,100       750         0       600         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:      -95      -295         0       125      -150         0       -25       -75         0       100      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      64.0       0.0       2.8      12.1       0.0       2.3       1.6       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        19         0         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    33,340                :
: Positions                                                                                                    :
:   18,465    18,535       190       920     3,880     1,700         0         0         0       600         0 :
:                                                                                                              :
: Changes from:     February 27, 2018                                                                          :
:    1,760     1,375       -35       -45        30        25         0       -25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      55.6       0.6       2.8      11.6       5.1       0.0       0.0       0.0       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        17         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------



Updated March 9, 2018