Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    34,938                :
: Positions                                                                                                    :
:   12,375    17,697     3,923       251       437       969     8,443     1,140    12,352     2,897     2,981 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      -56      -142        31       -45        83        15       254       -44        53       -27        66 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      50.7      11.2       0.7       1.3       2.8      24.2       3.3      35.4       8.3       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       14        13         4         .         .         .         .         .         8         6         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #024658                                                    Open Interest is     4,261                :
: Positions                                                                                                    :
:    1,626     2,518        85       252       138       195         0         0     1,654       658       280 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:       89        44         3       -27        16         0         0         0        15        80       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.2      59.1       2.0       5.9       3.2       4.6       0.0       0.0      38.8      15.4       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        4         5         .         .         .         .         0         0         6         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    57,956                :
: Positions                                                                                                    :
:   29,873    31,404         0     6,148    10,953     7,471         5     3,568     1,438     2,001     3,502 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      358        31         0       361      -251        31       -63      -117       -42        20       185 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      54.2       0.0      10.6      18.9      12.9       0.0       6.2       2.5       3.5       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       27        28         0         .         .         6         .         6         8         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    44,781                :
: Positions                                                                                                    :
:   32,907    36,389        43       710     5,032       539       975         0     4,650       225     1,450 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    1,470     1,047      -407       -81       211        77         0         0      -175         0       450 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      81.3       0.1       1.6      11.2       1.2       2.2       0.0      10.4       0.5       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        18         .         .         .         .         .         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    22,467                :
: Positions                                                                                                    :
:   18,203    16,520        50     3,897       785         0         0         0     2,365       250       935 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:       25      -125         0      -175         0         0         0         0      -275        50       225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      73.5       0.2      17.3       3.5       0.0       0.0       0.0      10.5       1.1       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        12         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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   157,532                :
: Positions                                                                                                    :
:  137,900   116,392     1,656    22,153     7,528     3,435     5,345     1,215     2,650     1,812     2,845 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    3,438     3,143        30       565      -787        25      -200         0        25        27        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      73.9       1.1      14.1       4.8       2.2       3.4       0.8       1.7       1.2       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       30        34         .         .         4         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    43,765                :
: Positions                                                                                                    :
:   29,916    26,215     9,696     6,970     1,759       250     6,492       499       900     1,205       625 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    1,195     1,749    -1,334    -1,831       237         0       293       -25        75      -275       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      59.9      22.2      15.9       4.0       0.6      14.8       1.1       2.1       2.8       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       15        21         .         .         .         .         4         .         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    30,230                :
: Positions                                                                                                    :
:   25,180    18,190     3,557    10,472     1,318       150         0         0        25       250         0 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:     -150        25       150       -25        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      60.2      11.8      34.6       4.4       0.5       0.0       0.0       0.1       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9        16         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    44,400                :
: Positions                                                                                                    :
:   34,447    32,815     6,345     9,420       645       800       800       100     1,260         0       490 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:       60       -40       600       700         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      73.9      14.3      21.2       1.5       1.8       1.8       0.2       2.8       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       23        25         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    69,553                :
: Positions                                                                                                    :
:   47,151    43,612     5,309    19,626     4,515     9,955     1,160       210     1,610         0       430 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      130      -125    -1,190        50       890     1,150         0         0      -150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      62.7       7.6      28.2       6.5      14.3       1.7       0.3       2.3       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        25         .         .         4         5         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    75,648                :
: Positions                                                                                                    :
:   55,148    54,572    14,120    18,345       300       450       495        25     3,935         0     1,425 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      159     1,019      -100      -300         0         0         0         0       660         0      -175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      72.1      18.7      24.3       0.4       0.6       0.7       0.0       5.2       0.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       20        24         .         .         .         .         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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   109,383                :
: Positions                                                                                                    :
:   78,833    69,091    21,960    37,434     1,390       800       140         0     5,015         0     1,015 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      215     1,260      -135      -270       125        50         0         0       860         0      -175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      63.2      20.1      34.2       1.3       0.7       0.1       0.0       4.6       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        25         .         4         .         .         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    34,610                :
: Positions                                                                                                    :
:   22,750    32,115     8,925         0     2,100       565         0         0       150       215         0 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      635     2,985     2,350         0    -1,065         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.7      92.8      25.8       0.0       6.1       1.6       0.0       0.0       0.4       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        18         4         0         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    28,075                :
: Positions                                                                                                    :
:   24,790    19,935         0     5,295     2,430         0       300         0       665         0       110 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    2,365     1,015         0     1,350      -700         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      71.0       0.0      18.9       8.7       0.0       1.1       0.0       2.4       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19        16         0         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    53,616                :
: Positions                                                                                                    :
:   33,119    32,525       300    10,108     6,753     4,770         0       148     4,742       554     3,511 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    1,701      -186         0     1,943      -620        73        -5       -20      -556      -540       556 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.8      60.7       0.6      18.9      12.6       8.9       0.0       0.3       8.8       1.0       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       25        25         .         .         .         7         0         .         7         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643A8                                                    Open Interest is    10,555                :
: Positions                                                                                                    :
:    7,155     7,245       960       600       800       200         0         0        50       800     1,050 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:       60       120        60         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      68.6       9.1       5.7       7.6       1.9       0.0       0.0       0.5       7.6       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        14         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    47,708                :
: Positions                                                                                                    :
:   34,248    44,893    10,310         0     2,500       565         0         0         0       120        45 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    2,135     4,440     2,275         0    -1,045         0         0         0         0        95        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      94.1      21.6       0.0       5.2       1.2       0.0       0.0       0.0       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        20         .         0         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    47,351                :
: Positions                                                                                                    :
:   42,571    31,346       720    15,260       365     1,900         0         0     1,025       155       225 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    1,402     1,067         0       405       165         0         0         0       125        55         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      66.2       1.5      32.2       0.8       4.0       0.0       0.0       2.2       0.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        25         .         .         .         .         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    53,439                :
: Positions                                                                                                    :
:   42,380    43,271     6,095     8,220       400       400         0         0     3,086       500       375 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    2,680     2,255         0       480       -25         0         0         0        55         0       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      81.0      11.4      15.4       0.7       0.7       0.0       0.0       5.8       0.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        17         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    60,662                :
: Positions                                                                                                    :
:   47,990    47,669     6,630     8,260     1,310       200         0         0     3,364     2,450       375 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    2,985     2,565         0       480       -30         0         0         0        60         0       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      78.6      10.9      13.6       2.2       0.3       0.0       0.0       5.5       4.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        13         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    86,661                :
: Positions                                                                                                    :
:   76,382    76,558     7,520     6,452     1,607         0       100         0         0       733     1,075 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    5,799     3,234      -345     1,935        -5         0         0         0         0       285        39 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      88.3       8.7       7.4       1.9       0.0       0.1       0.0       0.0       0.8       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        26         .         .         4         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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   119,486                :
: Positions                                                                                                    :
:  100,159   105,991    10,372     8,113     1,894       278       374       247     4,584     1,015     1,716 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    4,935     5,407       112       -73       193        67       -32        22       180       -30       407 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      88.7       8.7       6.8       1.6       0.2       0.3       0.2       3.8       0.8       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       23        26         .         .         .         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    51,895                :
: Positions                                                                                                    :
:   44,968    46,805     2,145       283     3,957       100       200         0       725       650         0 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      525     1,525       200      -475       300        75         0         0       225       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      90.2       4.1       0.5       7.6       0.2       0.4       0.0       1.4       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       11        18         .         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    43,563                :
: Positions                                                                                                    :
:   35,472    34,233     2,070     3,489     3,286       800     1,150       250         0       375       690 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      874       230      -700         9       586         0         0         0         0        20       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      78.6       4.8       8.0       7.5       1.8       2.6       0.6       0.0       0.9       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       18        18         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    53,066                :
: Positions                                                                                                    :
:   31,314    46,211       485     1,140     4,555    15,310       200       160         0       285       465 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    2,415     5,200      -830    -2,375     1,040     1,200         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      87.1       0.9       2.1       8.6      28.9       0.4       0.3       0.0       0.5       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       21        21         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    33,436                :
: Positions                                                                                                    :
:   19,551    32,451    13,076         0       316        20        50       460         0        50         0 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      -90      -105       -15         0        10         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.5      97.1      39.1       0.0       0.9       0.1       0.1       1.4       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        14         4         0         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    31,168                :
: Positions                                                                                                    :
:   18,380    28,853    11,388        70     1,240         0       700         0       100         0         0 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    2,130     2,285        35         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      92.6      36.5       0.2       4.0       0.0       2.2       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        11         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    34,312                :
: Positions                                                                                                    :
:   30,940    31,645     1,336       437     1,260        75       400         0       234       270       300 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      894       704        -9       170      -179        25       -50         0         0       105         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      92.2       3.9       1.3       3.7       0.2       1.2       0.0       0.7       0.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        20         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    25,915                :
: Positions                                                                                                    :
:   22,223    24,226     1,385       100     1,079         0        40       210       500         0       140 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      892       616      -150       100       -40         0         0         0      -105         0       115 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      93.5       5.3       0.4       4.2       0.0       0.2       0.8       1.9       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        20         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    43,575                :
: Positions                                                                                                    :
:   37,295    30,881     4,907     6,924       652        25     4,496         2       336       300       228 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:     -115      -419      -200       -20        97         0        43        -1       -20        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      70.9      11.3      15.9       1.5       0.1      10.3       0.0       0.8       0.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       23        21         .         .         4         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    39,639                :
: Positions                                                                                                    :
:   33,771    26,567     4,202    10,755       865         0       325       510         0       490        65 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      211       -79        30       100       269         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      67.0      10.6      27.1       2.2       0.0       0.8       1.3       0.0       1.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       21        17         .         .         .         0         .         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    21,218                :
: Positions                                                                                                    :
:   10,433    17,377     4,380       451     3,375     2,675         0         3       100         0         0 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      -37       -25      -225      -200        75         0         0         0        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.2      81.9      20.6       2.1      15.9      12.6       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        11         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    20,800                :
: Positions                                                                                                    :
:   12,765    16,820     3,400         0     2,005        50     1,175         0     1,870       125       675 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      400         0         0         0         0         0         0         0      -500      -100       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      80.9      16.3       0.0       9.6       0.2       5.6       0.0       9.0       0.6       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         7         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    21,815                :
: Positions                                                                                                    :
:   13,940    17,320     3,535         0     1,770        50     1,925         0     1,655        75       725 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      640       240         0         0         0         0         0         0      -500      -100       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      79.4      16.2       0.0       8.1       0.2       8.8       0.0       7.6       0.3       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         9         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 RT PEAK CAL 1X - ICE FUTURES ENERGY DIV   Any Multiple of 800 800MWhs                                      :
CFTC Code #0643CL                                                    Open Interest is   323,335                :
: Positions                                                                                                    :
:  259,857   165,328     9,733    84,709    22,706         0     4,402    18,629       900    16,134    11,427 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    6,298     6,157    -1,589      -534     4,679         0       575     1,857       162    -1,326       237 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      51.1       3.0      26.2       7.0       0.0       1.4       5.8       0.3       5.0       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        14         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    21,985                :
: Positions                                                                                                    :
:   13,795    13,880     5,950     6,915     1,070         0         0         0       990         0         0 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      63.1      27.1      31.5       4.9       0.0       0.0       0.0       4.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        11         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    24,705                :
: Positions                                                                                                    :
:   10,906    17,395     9,435     4,445       555       475       125         0     2,705     1,805       380 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:     -145       110       -55         0         0         0         0         0       250         0       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.1      70.4      38.2      18.0       2.2       1.9       0.5       0.0      10.9       7.3       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       11        10         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    20,555                :
: Positions                                                                                                    :
:    9,180    13,190     8,020     4,045       955       275       150         0     1,510     1,805       410 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:     -175       110       -25         0         0         0         0         0       250         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.7      64.2      39.0      19.7       4.6       1.3       0.7       0.0       7.3       8.8       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11         7         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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     8,185                :
: Positions                                                                                                    :
:    5,535     3,705       205        80     1,455         0     2,275         0       650       450       150 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:        0        25         0         0         0         0         0         0         0       -25        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      45.3       2.5       1.0      17.8       0.0      27.8       0.0       7.9       5.5       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         7         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    52,141                :
: Positions                                                                                                    :
:   33,674    41,411     7,270         0     4,805       675        50        25     1,720     2,395     3,435 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:       50     1,115        15         0         0         0         0         0     1,050         0        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.6      79.4      13.9       0.0       9.2       1.3       0.1       0.0       3.3       4.6       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        11         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    52,005                :
: Positions                                                                                                    :
:   33,428    41,538     7,259         0     4,177       750        50         0     3,705     3,885     2,355 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:       30     1,095        15         0         0         0         0         0     1,050         0        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      79.9      14.0       0.0       8.0       1.4       0.1       0.0       7.1       7.5       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        12         4         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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   115,491                :
: Positions                                                                                                    :
:   83,596    80,641    14,440    20,753     2,668     1,530        50     1,465     7,628     5,937     3,867 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    3,968     7,618         0    -4,415      -435         0         0         0       260     1,000       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      69.8      12.5      18.0       2.3       1.3       0.0       1.3       6.6       5.1       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       29        26         .         4         4         4         .         .         6         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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   135,241                :
: Positions                                                                                                    :
:   99,570    90,791    16,950    27,066     2,384     3,320     2,155       725     9,543     9,608     2,387 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    6,495     8,755         0    -3,030       -81         0        50         0       260       990        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      67.1      12.5      20.0       1.8       2.5       1.6       0.5       7.1       7.1       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       31        26         .         4         5         .         4         .         5         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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   290,885                :
: Positions                                                                                                    :
:  179,456   194,922    32,965    22,503    21,578    15,132    14,861    16,108    12,781     8,616    12,051 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    2,438     2,458      -102       209     1,471       350       288        75      -531      -869     1,326 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.7      67.0      11.3       7.7       7.4       5.2       5.1       5.5       4.4       3.0       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    79                     :
:       35        37         .         .         5        12         5         8        12         4        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    31,737                :
: Positions                                                                                                    :
:   17,330    31,092     9,612         0         0     1,005         0        20     3,238       260       305 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      -95       350       300         0         0         0         0         0       125        25       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      98.0      30.3       0.0       0.0       3.2       0.0       0.1      10.2       0.8       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17         9         .         0         0         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    30,597                :
: Positions                                                                                                    :
:   16,178    28,562    10,187         0         0       250     1,235       280     3,083       110       410 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:     -125       350       300         0         0         0         0         0       140        25        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.9      93.3      33.3       0.0       0.0       0.8       4.0       0.9      10.1       0.4       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17         8         .         0         0         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    16,952                :
: Positions                                                                                                    :
:    5,720     9,567     7,937     2,725       990       250     1,415         0       100       300         0 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:     -105       175     1,445        15         0         0     1,250       -35       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.7      56.4      46.8      16.1       5.8       1.5       8.3       0.0       0.6       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        12         .         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                         :
CFTC Code #064BFJ                                                    Open Interest is    11,705                :
: Positions                                                                                                    :
:    2,715     9,110     7,165       885       600       100       165        35       175         0         0 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      -60        15     1,275         0         0    -1,035       165       -65         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.2      77.8      61.2       7.6       5.1       0.9       1.4       0.3       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        12         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    64,301                :
: Positions                                                                                                    :
:   27,553    21,647    14,553    25,995         0    11,835     5,855       180         0       110     1,750 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      850        50        80     1,105         0       110         0       180         0      -475         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.9      33.7      22.6      40.4       0.0      18.4       9.1       0.3       0.0       0.2       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        18         .         .         0         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    62,541                :
: Positions                                                                                                    :
:   26,903    21,011    13,285    25,820         0    13,110     5,855       180         0       145     1,750 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      850         0        80     1,105         0        60         0       180         0      -475         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.0      33.6      21.2      41.3       0.0      21.0       9.4       0.3       0.0       0.2       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        18         .         .         0         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    21,265                :
: Positions                                                                                                    :
:   13,385     5,450     2,575         0     1,125       205     8,475        35         0     2,535       450 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      800       600       300         0       300         0         0         0         0       500      -200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      25.6      12.1       0.0       5.3       1.0      39.9       0.2       0.0      11.9       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         9         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    21,280                :
: Positions                                                                                                    :
:   12,560     5,425     3,625         0       965       105     8,625        35         0     2,530       450 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      800       600       300         0       300         0         0         0         0       500      -200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      25.5      17.0       0.0       4.5       0.5      40.5       0.2       0.0      11.9       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15         8         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 ILLINOIS HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064ERM                                                    Open Interest is    28,200                :
: Positions                                                                                                    :
:   11,050    22,840     4,137       335     1,140     9,165       930         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.2      81.0      14.7       1.2       4.0      32.5       3.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        12         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    35,745                :
: Positions                                                                                                    :
:   14,830    30,685    10,500         0       490     4,625     1,180         0     1,780        50       950 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    1,200     2,475      -200         0         0     1,000        25         0       500         0       330 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.5      85.8      29.4       0.0       1.4      12.9       3.3       0.0       5.0       0.1       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14         7         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    33,115                :
: Positions                                                                                                    :
:   13,520    28,150     9,435         0       340     4,565     1,180         0     1,680        50       950 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    1,100     2,375      -200         0         0     1,000        25         0       500         0       350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.8      85.0      28.5       0.0       1.0      13.8       3.6       0.0       5.1       0.2       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14         7         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    33,365                :
: Positions                                                                                                    :
:   22,090    11,575         0    16,675       415     1,675     3,390        45     7,435       150       640 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:     -390       925         0       610       240      -125         0         0     2,050         0      -265 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      34.7       0.0      50.0       1.2       5.0      10.2       0.1      22.3       0.4       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        14         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    32,555                :
: Positions                                                                                                    :
:   22,575     9,950         0    17,305       415     1,075     3,340       220     6,555       150       490 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:     -545       770         0       610       240      -125         0         0     2,050         0      -425 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      30.6       0.0      53.2       1.3       3.3      10.3       0.7      20.1       0.5       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        13         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    37,890                :
: Positions                                                                                                    :
:   23,715    12,105         0    17,570       425     7,920        75       850     2,045     3,875       405 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      265       650         0      -400         0       100      -675       600         0       790       220 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      31.9       0.0      46.4       1.1      20.9       0.2       2.2       5.4      10.2       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    34,965                :
: Positions                                                                                                    :
:   20,705    13,705         0    13,185       475     7,870        75       850     2,020     3,570       405 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      240       625         0      -400         0       100      -675       600         0       790       220 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      39.2       0.0      37.7       1.4      22.5       0.2       2.4       5.8      10.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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   100,915                :
: Positions                                                                                                    :
:   43,330    79,785    33,720         0     1,630     4,435       480     4,455       870     2,045     3,485 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    3,125     1,360      -115         0        35    -2,415        50     1,630       670      -145      -740 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.9      79.1      33.4       0.0       1.6       4.4       0.5       4.4       0.9       2.0       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       17        25         .         0         .         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    94,039                :
: Positions                                                                                                    :
:   38,505    72,445    29,815         0     1,510     4,807         0     4,112     1,440     2,020     3,905 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:    3,040     1,240      -115         0      -105    -2,443         0     1,577       815         0      -700 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.9      77.0      31.7       0.0       1.6       5.1       0.0       4.4       1.5       2.1       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        22         .         0         .         .         0         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    32,155                :
: Positions                                                                                                    :
:   11,390    21,135     9,950     3,475     3,435     5,950     1,600         0         0     1,150        50 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      710       735       925       -50         0      -950         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      65.7      30.9      10.8      10.7      18.5       5.0       0.0       0.0       3.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        18         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    23,795                :
: Positions                                                                                                    :
:    8,380    14,915     8,890     3,335     2,790     2,210       100       360         0     1,200         0 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      435       460       925       -50         0      -950         0       330         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.2      62.7      37.4      14.0      11.7       9.3       0.4       1.5       0.0       5.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        15         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    20,365                :
: Positions                                                                                                    :
:    8,530    10,870         0     4,865     1,910     8,450     1,425         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:     -550       875         0     1,325         0     2,400      -350         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.9      53.4       0.0      23.9       9.4      41.5       7.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        11         0         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    57,925                :
: Positions                                                                                                    :
:   32,075    30,055     4,470       340     9,010        50     6,235       890         0        25         0 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:      480      -120     1,300       100         0         0     1,800         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      51.9       7.7       0.6      15.6       0.1      10.8       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        19         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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    42,420                :
: Positions                                                                                                    :
:   20,675    19,950     1,340     1,250     6,675     1,040     2,375       200         0         0         0 :
:                                                                                                              :
: Changes from:     September 18, 2018                                                                         :
:        0      -300         0         0         0         0       300         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.7      47.0       3.2       2.9      15.7       2.5       5.6       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        19         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated September 29, 2018