Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                         :
CFTC Code #024656                                                    Open Interest is    24,575                :
: Positions                                                                                                    :
:    9,960    10,611     2,491       119       447       389     9,622       540     9,274     1,409       498 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,380    -1,619       104        65      -214       100       232      -179    -1,037      -690      -211 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.5      43.2      10.1       0.5       1.8       1.6      39.2       2.2      37.7       5.7       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:        9        11         4         .         .         .         .         .         9         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                        :
CFTC Code #064363                                                    Open Interest is    36,705                :
: Positions                                                                                                    :
:   18,817    18,211         0     6,291     6,032     5,967         3     1,764       375       338     3,070 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,936    -3,071         0        37      -998      -264         3      -144      -721      -717      -245 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.3      49.6       0.0      17.1      16.4      16.3       0.0       4.8       1.0       0.9       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        24         0         4         .         7         .         6         .         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    42,795                :
: Positions                                                                                                    :
:   28,345    39,233     6,201         0     2,137       375       744       202     5,100       100       375 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -608    -1,224       363         0       419       -11       -81       -45    -1,000      -105       250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      91.7      14.5       0.0       5.0       0.9       1.7       0.5      11.9       0.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        17         .         0         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is    23,233                :
: Positions                                                                                                    :
:   16,904    18,783         0     3,240     1,060        25         0         0     5,025        75        75 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -315       340         0      -275         0         0         0         0        50       -65        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      80.8       0.0      13.9       4.6       0.1       0.0       0.0      21.6       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        15         0         .         .         .         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                             :
CFTC Code #064394                                                    Open Interest is   143,047                :
: Positions                                                                                                    :
:  127,397   100,979     1,625    30,166     3,196       320     1,566     3,305     3,849       450     3,123 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -3,748    -1,538       207      -546      -477       295      -823       550         1      -650       350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.1      70.6       1.1      21.1       2.2       0.2       1.1       2.3       2.7       0.3       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       29        32         .         .         4         .         .         4         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    47,435                :
: Positions                                                                                                    :
:   41,128    34,204     3,088     4,690     2,254       100     4,847       524        75       700       200 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:    1,743        99    -1,358       177       378      -175      -317       -50      -125       125        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      72.1       6.5       9.9       4.8       0.2      10.2       1.1       0.2       1.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       15        20         .         .         .         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                     :
CFTC Code #06439A                                                    Open Interest is    51,349                :
: Positions                                                                                                    :
:   34,675    40,614     8,099     7,365     1,700     6,000       600         0         0       255       705 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -2,144    -1,324       195     1,205      -220     2,700       -50         0      -675       255       585 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      79.1      15.8      14.3       3.3      11.7       1.2       0.0       0.0       0.5       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        24         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV   800MWh                                                 :
CFTC Code #06439B                                                    Open Interest is    72,751                :
: Positions                                                                                                    :
:   41,618    43,206     5,239    21,985     5,090    18,210     1,135       200       644         0     1,065 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -2,810    -2,922      -590     1,475        60     2,775       -40       -25      -900         0       885 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      59.4       7.2      30.2       7.0      25.0       1.6       0.3       0.9       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       23        22         .         .         .         .         4         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    77,155                :
: Positions                                                                                                    :
:   58,658    54,128    13,148    21,038       300       875       100         0     2,257       110     1,205 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -3,513    -4,471      -630      -250         0       -45       -10        -5    -1,200       110       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      70.2      17.0      27.3       0.4       1.1       0.1       0.0       2.9       0.1       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        23         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is   110,901                :
: Positions                                                                                                    :
:   80,912    70,078    22,919    38,625       865     1,095       100         0     3,051         0     1,175 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -3,133    -3,195      -635      -995      -175       165       -10         0    -1,445         0       205 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      63.2      20.7      34.8       0.8       1.0       0.1       0.0       2.8       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       20        24         .         .         .         .         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439K                                                    Open Interest is    44,270                :
: Positions                                                                                                    :
:   31,450    41,830    10,185         0     2,030        85         0         0        95        75       145 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:      665       645      -100         0         0         0         0         0       -10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      94.5      23.0       0.0       4.6       0.2       0.0       0.0       0.2       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        17         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                  :
CFTC Code #06439L                                                    Open Interest is    26,979                :
: Positions                                                                                                    :
:   23,151    22,395         0     1,761     2,564         0         0         0       387        10       155 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -970      -799         0        15       -15         0         0         0      -167         0        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      83.0       0.0       6.5       9.5       0.0       0.0       0.0       1.4       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        19         0         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                               :
CFTC Code #06439N                                                    Open Interest is     7,750                :
: Positions                                                                                                    :
:    6,460     7,000       190         0       450         0       100         0       600         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:        0      -150         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      90.3       2.5       0.0       5.8       0.0       1.3       0.0       7.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        10         .         0         .         0         .         0         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                                 :
CFTC Code #06439R                                                    Open Interest is    60,430                :
: Positions                                                                                                    :
:   40,590    36,365     2,281    10,041     8,443       256       128       400     4,246     1,431     3,563 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:      200       419        12       -87        46       -45        10         0       -80       -81       201 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      60.2       3.8      16.6      14.0       0.4       0.2       0.7       7.0       2.4       5.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       27        28         .         .         .         .         .         .         7         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643A8                                                    Open Interest is    11,777                :
: Positions                                                                                                    :
:    5,903     8,813     3,371       600       200         0        50         0     1,250       960       750 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -200       200       400         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.1      74.8      28.6       5.1       1.7       0.0       0.4       0.0      10.6       8.2       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        14         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    58,892                :
: Positions                                                                                                    :
:   43,262    54,877    10,825         0     3,530        85         0         0       465       100       120 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:      645     1,205        70         0        -5         0         0         0       -15         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      93.2      18.4       0.0       6.0       0.1       0.0       0.0       0.8       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        20         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #0643B3                                                    Open Interest is    38,768                :
: Positions                                                                                                    :
:   34,678    26,230       600    11,615        90     2,310       260         0       194       285       240 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -759      -870       -30       -45        90         0        40         0       -21         0       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      67.7       1.5      30.0       0.2       6.0       0.7       0.0       0.5       0.7       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        23         .         .         .         4         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BC                                                    Open Interest is    67,789                :
: Positions                                                                                                    :
:   54,483    59,879     6,596     5,450     1,790       600         0         0     3,890       300         7 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -4,430    -4,904      -564      -225         0         0         0         0      -230         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      88.3       9.7       8.0       2.6       0.9       0.0       0.0       5.7       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        16         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643BE                                                    Open Interest is    73,291                :
: Positions                                                                                                    :
:   59,075    62,458     7,109     6,713     2,280         0         0         0     4,199     1,800        10 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -4,135    -4,574      -627      -540         0      -300         0         0      -157         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      85.2       9.7       9.2       3.1       0.0       0.0       0.0       5.7       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       21        16         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643BF                                                    Open Interest is    90,133                :
: Positions                                                                                                    :
:   79,004    81,762     8,322     5,610     2,398         0         0         0        50       143       220 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -4,557    -2,707       811      -326       -98         0         0         0         5      -694       -90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      90.7       9.2       6.2       2.7       0.0       0.0       0.0       0.1       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        21         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                      :
CFTC Code #0643BG                                                    Open Interest is   116,893                :
: Positions                                                                                                    :
:  101,548   103,936    10,061     6,403     2,830         0     1,792       114       881       765     1,022 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -4,972    -3,352       714      -293      -126         0        18        -8      -114      -724       111 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      88.9       8.6       5.5       2.4       0.0       1.5       0.1       0.8       0.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       20        28         .         5         .         0         5         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    48,975                :
: Positions                                                                                                    :
:   41,700    44,980     3,755         0     3,495         0        75         0        25       425         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -2,565    -2,615      -300         0         0         0      -150         0        25       -75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      91.8       7.7       0.0       7.1       0.0       0.2       0.0       0.1       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        11         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                          :
CFTC Code #0643BS                                                    Open Interest is    48,213                :
: Positions                                                                                                    :
:   40,090    39,906     3,340     4,451     2,191       600       600       250       300       528       190 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:    1,190     1,166        40       665      -496       -50      -125         0       300         0       -85 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      82.8       6.9       9.2       4.5       1.2       1.2       0.5       0.6       1.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        16         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    54,659                :
: Positions                                                                                                    :
:   29,121    47,097       895     3,782     2,923    20,835         0         0       430       756       101 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -242    -1,453      -150       574      -274      -675      -300         0         1        48       -53 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      86.2       1.6       6.9       5.3      38.1       0.0       0.0       0.8       1.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       22        23         .         .         .         4         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is    34,722                :
: Positions                                                                                                    :
:   19,845    34,254    14,121         0       130       200         0       280         0         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,013    -2,190    -1,338         0        15        65         0       -65         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      98.7      40.7       0.0       0.4       0.6       0.0       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        12         4         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643BX                                                    Open Interest is    31,505                :
: Positions                                                                                                    :
:   20,255    31,185    11,000         0       180         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -810    -2,162    -1,557         0         0         0      -265         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      99.0      34.9       0.0       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        11         4         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    32,389                :
: Positions                                                                                                    :
:   29,337    29,457     1,414       370     1,051       120       525         0         0       646       300 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,400      -969       596        70      -715         0       100      -100       -66       -80         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      90.9       4.4       1.1       3.2       0.4       1.6       0.0       0.0       2.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        19         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                       :
CFTC Code #0643BZ                                                    Open Interest is    22,555                :
: Positions                                                                                                    :
:   19,507    21,890     2,243         0       160         0        70       205       175       100       125 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,385    -1,341         8      -100      -183       -20        70       -45        -5         0       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      97.1       9.9       0.0       0.7       0.0       0.3       0.9       0.8       0.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        17         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643C3                                                    Open Interest is    44,894                :
: Positions                                                                                                    :
:   38,343    31,376     4,236    10,460       388         0     1,102     1,228       371       100       200 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -2,135    -1,720       -77      -382       -34       -70      -326         2      -125        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      69.9       9.4      23.3       0.9       0.0       2.5       2.7       0.8       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        22         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643C4                                                    Open Interest is    37,999                :
: Positions                                                                                                    :
:   33,083    24,934     3,212    12,195       542     1,007         0       125         0       140        10 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,344    -1,132        44      -368      -189      -130         0        35       -90       -20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      65.6       8.5      32.1       1.4       2.7       0.0       0.3       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        18         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    15,742                :
: Positions                                                                                                    :
:   11,079    11,859     1,856     2,424     1,459       822         0         0       350         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -923    -1,183       276       455      -510      -727         0       -75       200         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      75.3      11.8      15.4       9.3       5.2       0.0       0.0       2.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        10         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                        :
CFTC Code #0643CJ                                                    Open Interest is    16,706                :
: Positions                                                                                                    :
:    9,201    14,961     3,154         0     1,290         0       300        50     2,906         0       105 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -795      -875       135         0      -250         0         0         0      -210         0       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      89.6      18.9       0.0       7.7       0.0       1.8       0.3      17.4       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         7         .         0         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                           :
CFTC Code #0643CK                                                    Open Interest is    17,854                :
: Positions                                                                                                    :
:   10,599    15,219     3,236         0     1,060         0     1,000        50     2,384         0       525 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -610      -775       -45         0       -70         0       -50         0      -125         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.4      85.2      18.1       0.0       5.9       0.0       5.6       0.3      13.4       0.0       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         8         .         0         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    23,607                :
: Positions                                                                                                    :
:    9,637    11,790     9,150     8,313       125       100         0         0     3,685     2,905       390 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,203    -1,795      -320      -255       -45        10         0      -110      -515        50       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.8      49.9      38.8      35.2       0.5       0.4       0.0       0.0      15.6      12.3       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        11         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    22,124                :
: Positions                                                                                                    :
:    8,509    10,350     8,733     8,283       125       100         0         0     3,715     2,855       440 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,054      -890       -75      -155      -145        10       -25      -110        10         0      -110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.5      46.8      39.5      37.4       0.6       0.5       0.0       0.0      16.8      12.9       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9         9         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    45,990                :
: Positions                                                                                                    :
:   31,980    39,420     8,422         0     3,175         0       575       150         0       595     2,045 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -2,692    -2,964       187         0      -310         0       100       -75         0        -5       -70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      85.7      18.3       0.0       6.9       0.0       1.3       0.3       0.0       1.3       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        12         4         0         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    46,150                :
: Positions                                                                                                    :
:   32,511    39,193     8,176         0     2,642         0       575       150         0     1,135     2,425 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -2,495    -2,874        32         0      -292         0       100       -75       -15       225       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      84.9      17.7       0.0       5.7       0.0       1.2       0.3       0.0       2.5       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        10         4         0         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643DB                                                    Open Interest is   118,525                :
: Positions                                                                                                    :
:   90,022    91,514    14,440    13,539     3,320     1,810       360       125     8,520     9,457       160 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -2,397    -3,682       -90       668      -733        55      -295      -165    -1,317      -565      -243 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      77.2      12.2      11.4       2.8       1.5       0.3       0.1       7.2       8.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       28        23         .         4         .         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV   352 MWh                                                     :
CFTC Code #0643DC                                                    Open Interest is   125,162                :
: Positions                                                                                                    :
:   97,131    90,393    16,950    19,840     2,691       350       430       805     6,485    10,340       545 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -2,630    -1,600       -90      -392      -418        20      -345      -255    -1,407    -1,958       167 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      72.2      13.5      15.9       2.2       0.3       0.3       0.6       5.2       8.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        25         .         5         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643DF                                                    Open Interest is   272,293                :
: Positions                                                                                                    :
:  167,560   187,620    46,695    28,729    16,823     9,346    17,721    11,300    13,974     4,161     5,694 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -7,321    -1,209     1,102     3,165    -2,238     1,482       119    -2,697     3,708    -3,213    -4,119 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.5      68.9      17.1      10.6       6.2       3.4       6.5       4.2       5.1       1.5       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       36        36         .         .         4         8         6         6        10         4        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    26,153                :
: Positions                                                                                                    :
:   13,178    25,748     7,145         0         0       930         0        20     4,675       205       180 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,571    -2,382      -520         0         0       -50         0       -50      -145         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.4      98.5      27.3       0.0       0.0       3.6       0.0       0.1      17.9       0.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        10         .         0         0         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    25,113                :
: Positions                                                                                                    :
:   12,096    23,303     7,494         0         0       450     1,500         0     4,781        55       255 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,411    -2,347      -555         0         0        50       110      -160      -220         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.2      92.8      29.8       0.0       0.0       1.8       6.0       0.0      19.0       0.2       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        10         .         0         0         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    14,657                :
: Positions                                                                                                    :
:    4,845     8,167     7,702     1,965       300        25     2,590         0       450       300         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:       80      -725      -735        45       -45       -25         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.1      55.7      52.5      13.4       2.0       0.2      17.7       0.0       3.1       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        11         .         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064DLW                                                    Open Interest is    60,756                :
: Positions                                                                                                    :
:   26,044    20,076    15,438    24,455       140     2,435     4,515     1,925     5,760         0     1,130 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -936    -1,087      -560      -190       -40      -895      -375         0       970         0      -325 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.9      33.0      25.4      40.3       0.2       4.0       7.4       3.2       9.5       0.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        17         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    59,821                :
: Positions                                                                                                    :
:   26,197    19,781    14,715    24,815       175     3,265     4,515     1,925     5,345         0       960 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,173      -858       280       300         0    -1,010      -375         0       970         0      -325 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.8      33.1      24.6      41.5       0.3       5.5       7.5       3.2       8.9       0.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        17         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    21,950                :
: Positions                                                                                                    :
:   13,051     5,200     3,739         0       780       125     6,200       300         0     5,835         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -655       285     1,030         0       -54       125      -855       -25         0     1,075       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.5      23.7      17.0       0.0       3.6       0.6      28.2       1.4       0.0      26.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15         8         .         0         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    21,700                :
: Positions                                                                                                    :
:   12,411     5,250     4,129         0       678       125     6,200       300         0     5,535         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -590       275       705         0        48       125      -755       -25         0       725       -70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      24.2      19.0       0.0       3.1       0.6      28.6       1.4       0.0      25.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15         8         .         0         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064ERM                                                    Open Interest is    29,106                :
: Positions                                                                                                    :
:   10,081    22,151     4,152     2,955       385     9,650       730         0     2,200         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -596    -1,966      -185      -300         0    -1,535       -50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.6      76.1      14.3      10.2       1.3      33.2       2.5       0.0       7.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8        13         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064ERN                                                    Open Interest is    27,797                :
: Positions                                                                                                    :
:   10,337    18,458     3,990     5,410       410     8,150       730         0     2,100         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -333    -1,603      -125      -350         0    -1,550       -50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.2      66.4      14.4      19.5       1.5      29.3       2.6       0.0       7.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        11         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EUY                                                    Open Interest is    34,655                :
: Positions                                                                                                    :
:   12,785    28,435     8,160         0       155     3,450       725        80     5,115       350     1,790 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,225    -2,850      -945         0      -100      -425       -65         0      -505      -200       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.9      82.1      23.5       0.0       0.4      10.0       2.1       0.2      14.8       1.0       5.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14         9         .         0         .         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    32,605                :
: Positions                                                                                                    :
:   11,390    27,560     7,905         0       120     3,000       725        80     5,990         0     1,090 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,215    -2,015      -660         0       -50      -375       -65         0       -15      -200      -225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.9      84.5      24.2       0.0       0.4       9.2       2.2       0.2      18.4       0.0       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14         7         .         0         .         4         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EVG                                                    Open Interest is    11,855                :
: Positions                                                                                                    :
:    8,180     3,515     1,225     4,250        50        25     1,445        65         0       535       775 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -685       645       450      -495         0        25      -310       -25         0       -20       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      29.6      10.3      35.8       0.4       0.2      12.2       0.5       0.0       4.5       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064EVH                                                    Open Interest is    11,315                :
: Positions                                                                                                    :
:    7,620     3,125     1,525     4,200         0        25     1,425        65         0       675       575 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -580       700       450      -445         0        25      -310       -25         0       -80       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      27.6      13.5      37.1       0.0       0.2      12.6       0.6       0.0       6.0       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         .         .         0         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064EWU                                                    Open Interest is    46,785                :
: Positions                                                                                                    :
:   30,505    17,425         0     7,165     2,915     1,275    12,740       455     5,020        80     3,990 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,500    -1,215         0      -725         0      -100      -390         0      -715         0       165 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      37.2       0.0      15.3       6.2       2.7      27.2       1.0      10.7       0.2       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        15         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EWV                                                    Open Interest is    46,715                :
: Positions                                                                                                    :
:   30,620    16,610         0     7,865     2,915       675    12,740       630     5,360        80     3,705 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,390      -795         0      -655         0       -90      -355        25      -395         0        55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      35.6       0.0      16.8       6.2       1.4      27.3       1.3      11.5       0.2       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        15         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    43,050                :
: Positions                                                                                                    :
:   22,620    12,395         0    16,625       635    14,635       200       275     1,955    10,230        50 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -250    -1,220         0      -875         0      -635       160       -85       -25     1,025        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      28.8       0.0      38.6       1.5      34.0       0.5       0.6       4.5      23.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    38,825                :
: Positions                                                                                                    :
:   19,550    13,735         0    13,930       315    14,360       200       315     1,835     8,120        50 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:       65    -1,365         0      -715         0      -535       160       -85       -25     1,425        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.4      35.4       0.0      35.9       0.8      37.0       0.5       0.8       4.7      20.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is   107,484                :
: Positions                                                                                                    :
:   45,627    79,107    24,551         0     4,245     3,854       855     6,445     8,245     1,930     2,805 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -4,498    -5,393    -3,165         0       960      -815        20      -300     3,050       -50      -420 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.5      73.6      22.8       0.0       3.9       3.6       0.8       6.0       7.7       1.8       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        25         .         0         .         .         .         4         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is    99,726                :
: Positions                                                                                                    :
:   43,643    71,898    21,651         0     4,675     5,122       400     5,562     3,985     1,800     4,390 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -3,685    -5,470    -3,130         0       865      -909      -130      -150     2,050       -50      -995 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.8      72.1      21.7       0.0       4.7       5.1       0.4       5.6       4.0       1.8       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       16        24         .         0         .         .         .         4         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    29,300                :
: Positions                                                                                                    :
:    9,575    18,885    13,905     4,270       775     3,875     2,700         0         0     1,630         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,465      -375     1,560      -170      -735      -975         0         0         0      -275         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.7      64.5      47.5      14.6       2.6      13.2       9.2       0.0       0.0       5.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        12         .         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    23,335                :
: Positions                                                                                                    :
:    6,960    14,870    13,320     4,535       250     1,395     1,200       455         0     1,200         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:   -1,515      -290     1,385      -140      -650      -455       -25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.8      63.7      57.1      19.4       1.1       6.0       5.1       1.9       0.0       5.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        12         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    19,805                :
: Positions                                                                                                    :
:    7,680     9,925         0     6,470     1,880     9,100       545       130         0         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -855      -760         0       -55         0      -150      -150         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.8      50.1       0.0      32.7       9.5      45.9       2.8       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        10         0         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKE                                                    Open Interest is    58,040                :
: Positions                                                                                                    :
:   33,490    30,075     3,130       805     9,815         0     7,005         0     1,075         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -930    -1,975      -885       805       295         0      -740      -110      -225         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      51.8       5.4       1.4      16.9       0.0      12.1       0.0       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        20         .         .         .         0         4         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is    46,365                :
: Positions                                                                                                    :
:   22,695    20,570       825     1,775     7,350       475     2,450       180       525         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2018                                                                          :
:     -125      -875      -150       980      -320       -60      -775         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.9      44.4       1.8       3.8      15.9       1.0       5.3       0.4       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        15         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated February 8, 2019