Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                :
CFTC Code #024656                                                    Open Interest is    66,066                :
: Positions                                                                                                    :
:   24,480    29,912     5,356     5,753     2,394     6,862    15,845       637    19,187     4,556     5,738 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:    1,245       863        95        28       -43     2,107      -103        75    -2,985      -276       108 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.1      45.3       8.1       8.7       3.6      10.4      24.0       1.0      29.0       6.9       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       14        15         .         .         5         .         5         5        12         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #024658                                                    Open Interest is    10,863                :
: Positions                                                                                                    :
:    2,789     6,306       846     1,821       100       670     1,002       240     4,904        85       842 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:       46       221        85         0       -55       -15         0         0       150        75        77 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.7      58.1       7.8      16.8       0.9       6.2       9.2       2.2      45.1       0.8       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        6         8         .         .         .         .         .         .        10         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 TONS)                              :
CFTC Code #02465E                                                    Open Interest is       922                :
: Positions                                                                                                    :
:      204       412       159         9        55       164       126       100        71        54       167 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:       12        36        17        -3        -4        69       -14       -10       -84        -6         4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.2      44.6      17.2       1.0       6.0      17.8      13.7      10.8       7.7       5.8      18.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        7         8         .         .         .         .         .         6         4         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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   137,767                :
: Positions                                                                                                    :
:   79,676    84,445     3,923    11,180    17,218    15,801       561     3,351     5,708     8,864    11,662 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      288       130         8       -46        96       -54         5        73       -95        66        32 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.8      61.3       2.8       8.1      12.5      11.5       0.4       2.4       4.1       6.4       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       37        39         .         .         4         5         .         7         8         8        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    39,475                :
: Positions                                                                                                    :
:   26,757    35,300     6,943         0     1,675         0       525         0     2,525       400     1,575 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      581       525        -6         0       -69         0        75         0        50        25       325 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      89.4      17.6       0.0       4.2       0.0       1.3       0.0       6.4       1.0       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       26        21         .         0         .         0         .         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    28,719                :
: Positions                                                                                                    :
:   24,474    19,472         0     6,252     2,170         0         0         0     1,825       575       250 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      575       200         0         0         0         0         0         0      -350        25       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      67.8       0.0      21.8       7.6       0.0       0.0       0.0       6.4       2.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       22        21         0         .         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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   188,065                :
: Positions                                                                                                    :
:  158,044   120,791    11,458    19,289     9,918     4,330    19,008     1,361     2,294    17,079       494 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:    1,113       333     1,343     1,110       319       420       145       150      -100     1,200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      64.2       6.1      10.3       5.3       2.3      10.1       0.7       1.2       9.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       33        36         4         .         .         .         4         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    67,704                :
: Positions                                                                                                    :
:   53,201    39,365     9,760    17,141       854        58     3,467       763       550     3,619     2,475 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      296       -13        89       182       -42       -26       241       -16       125        75       225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      58.1      14.4      25.3       1.3       0.1       5.1       1.1       0.8       5.3       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        22         .         .         .         .         4         .         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                         :
CFTC Code #064396                                                    Open Interest is    24,955                :
: Positions                                                                                                    :
:   21,198    15,252     2,012     7,715     1,088         0        25       450       200       425         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:        0         0        -1         0         1         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      61.1       8.1      30.9       4.4       0.0       0.1       1.8       0.8       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        14         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    58,215                :
: Positions                                                                                                    :
:   46,961    44,044     1,921     1,255     8,229         0     3,975       525       513       100        27 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:     -680    -1,030         0       150         0         0       300         0       100         0       -80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      75.7       3.3       2.2      14.1       0.0       6.8       0.9       0.9       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       24        26         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    59,825                :
: Positions                                                                                                    :
:   51,243    44,471     1,910     7,874     4,465         0     1,925       200     1,618       375       200 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:     -761    -1,591         0       350       -75         0       300         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      74.3       3.2      13.2       7.5       0.0       3.2       0.3       2.7       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        25         .         .         .         0         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    64,502                :
: Positions                                                                                                    :
:   42,178    28,510    17,470    14,390     4,030         0         0         0       425    17,400         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      522       350      -775      -655         5         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      44.2      27.1      22.3       6.2       0.0       0.0       0.0       0.7      27.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       25        23         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    81,527                :
: Positions                                                                                                    :
:   57,600    39,473    19,485    20,795     3,530         0         0         0       605    17,474         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      544       350      -775      -655         5         0         0         0         0        74         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      48.4      23.9      25.5       4.3       0.0       0.0       0.0       0.7      21.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       26        24         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    33,809                :
: Positions                                                                                                    :
:   23,515    27,509     4,585       460     4,810         0         0         0       550       850        50 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:     -181        14         0      -300       125         0         0         0      -150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      81.4      13.6       1.4      14.2       0.0       0.0       0.0       1.6       2.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        17         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    37,414                :
: Positions                                                                                                    :
:   28,884    33,080     3,395     1,230     2,800       875         0         0     1,300         0       100 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      394       224      -220         0         0         0         0         0        50         0       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      88.4       9.1       3.3       7.5       2.3       0.0       0.0       3.5       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        21         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    15,540                :
: Positions                                                                                                    :
:   15,090    11,790       100     2,650       350         0         0         0         0       750         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      100       100         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.1      75.9       0.6      17.1       2.3       0.0       0.0       0.0       0.0       4.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        11         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    19,989                :
: Positions                                                                                                    :
:   15,956    14,360       566       610     1,437       750     1,291         0       350     1,290       700 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:    1,159       666      -113         0      -135      -200        -9         0         0       190         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      71.8       2.8       3.1       7.2       3.8       6.5       0.0       1.8       6.5       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        21         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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     8,402                :
: Positions                                                                                                    :
:    5,907     3,820         0     1,960       690       700     1,032         0       350         0       600 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:        0      -100         0       100         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      45.5       0.0      23.3       8.2       8.3      12.3       0.0       4.2       0.0       7.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         0         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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 C DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643AP                                                    Open Interest is    11,915                :
: Positions                                                                                                    :
:    9,760     8,745       175       945       910         0       475       200       190       300       300 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:     -100      -100         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      73.4       1.5       7.9       7.6       0.0       4.0       1.7       1.6       2.5       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    42,333                :
: Positions                                                                                                    :
:   30,253    35,768     5,770         0     5,495         0       100         0         0       450       450 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:     -152       418        50         0       -50         0       100         0         0      -600       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      84.5      13.6       0.0      13.0       0.0       0.2       0.0       0.0       1.1       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       21        20         .         0         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #0643B3                                                    Open Interest is    47,819                :
: Positions                                                                                                    :
:   41,675    33,694     2,145    10,401     2,174       250       200        50     1,425     1,200       100 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:     -737    -1,841         0     1,104      -464       100         0         0      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      70.5       4.5      21.7       4.5       0.5       0.4       0.1       3.0       2.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       26        25         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    49,619                :
: Positions                                                                                                    :
:   37,105    39,884    10,224     8,575       430       400         0         0     1,015       320       340 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      670       660       705       775      -185         0         0         0        70         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      80.4      20.6      17.3       0.9       0.8       0.0       0.0       2.0       0.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18         9         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    61,156                :
: Positions                                                                                                    :
:   43,545    45,814    12,734     9,960     2,447       400         0         0     1,330     2,420       515 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      985       885       605       775      -363         0         0         0        70         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      74.9      20.8      16.3       4.0       0.7       0.0       0.0       2.2       4.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       23        13         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    72,149                :
: Positions                                                                                                    :
:   65,751    63,933     3,008     5,531     1,904         0         0         0     1,009         0       332 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:    1,891       502       -55     2,300       110         0         0         0       769      -257      -112 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      88.6       4.2       7.7       2.6       0.0       0.0       0.0       1.4       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       26        26         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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   104,319                :
: Positions                                                                                                    :
:   89,684    91,096     4,258     5,427     1,691     2,610     1,342        42     5,009     3,320       917 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      388       263      -170     2,625      -135       360       -57         0     2,273        23      -111 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      87.3       4.1       5.2       1.6       2.5       1.3       0.0       4.8       3.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       26        28         .         .         .         .         .         .         8         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    32,677                :
: Positions                                                                                                    :
:   24,990    31,236     5,562       166     1,200        25         0         0       900        75         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      398        63      -250        25         0         0         0         0       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      95.6      17.0       0.5       3.7       0.1       0.0       0.0       2.8       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        15         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    45,286                :
: Positions                                                                                                    :
:   38,290    33,666       700     2,860     4,010       600     4,550         0       974         0        75 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      900       540      -195       720      -845         0         0         0        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      74.3       1.5       6.3       8.9       1.3      10.0       0.0       2.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       23        16         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    48,460                :
: Positions                                                                                                    :
:   35,455    39,559     2,074       925     4,196     2,500         0     1,800     2,105     1,550       120 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:    1,860     2,200       -20       550      -650         0         0         0       970         0        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      81.6       4.3       1.9       8.7       5.2       0.0       3.7       4.3       3.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        20         .         .         .         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    36,870                :
: Positions                                                                                                    :
:   20,382    32,268    16,183     1,515       165         0     2,190         0         0       572        40 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      462     3,087     2,595        20      -306         0       -50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.3      87.5      43.9       4.1       0.4       0.0       5.9       0.0       0.0       1.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        15         4         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    33,641                :
: Positions                                                                                                    :
:   18,222    27,999    14,630     3,092       625         0     1,650         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      535     3,155     2,620         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.2      83.2      43.5       9.2       1.9       0.0       4.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        12         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    31,111                :
: Positions                                                                                                    :
:   22,655    27,513     3,827       762     2,209       160         0       180     1,262         0       377 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      281       -14      -280         0       250         0         0         0       -10         0        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      88.4      12.3       2.4       7.1       0.5       0.0       0.6       4.1       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        17         .         .         4         .         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                       :
CFTC Code #0643BZ                                                    Open Interest is    23,333                :
: Positions                                                                                                    :
:   19,057    18,481     1,451     2,957     1,614       210         0         0       850        50         1 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      204        94        67       137        33         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      79.2       6.2      12.7       6.9       0.9       0.0       0.0       3.6       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        14         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643C3                                                    Open Interest is    48,340                :
: Positions                                                                                                    :
:   41,834    30,048       899     7,128     2,783     1,610     7,175       208       600       936        25 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      163      -636      -565      -100       -90         0       337         7         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      62.2       1.9      14.7       5.8       3.3      14.8       0.4       1.2       1.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       26        22         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    33,986                :
: Positions                                                                                                    :
:   28,612    23,000     2,224     7,199     1,430     1,650     2,350         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      175    -1,075      -200     1,050      -440         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      67.7       6.5      21.2       4.2       4.9       6.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       24        18         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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 C DA OFF-PK - ICE FUTURES ENERGY DIV   MW                                                           :
CFTC Code #0643C7                                                    Open Interest is     6,370                :
: Positions                                                                                                    :
:    4,980     5,610       690       175       250         0         0         0         0       195       105 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      -50       150       200         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      88.1      10.8       2.7       3.9       0.0       0.0       0.0       0.0       3.1       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        11         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    18,823                :
: Positions                                                                                                    :
:   14,910     9,804       214     3,945     2,624         0       725     1,075         0       650         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      280       355         0       -75         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      52.1       1.1      21.0      13.9       0.0       3.9       5.7       0.0       3.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        13         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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 OFF-PK - ICE FUTURES ENERGY DIV   25 MWh                                                         :
CFTC Code #0643CC                                                    Open Interest is    13,275                :
: Positions                                                                                                    :
:   10,775     6,800     1,325     5,125     1,175         0         0         0         0       175         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:       25        25         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      51.2      10.0      38.6       8.9       0.0       0.0       0.0       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        11         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    19,550                :
: Positions                                                                                                    :
:    8,730    19,080     8,650         0       440       415         0        10       250         0         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:       70      -200      -140         0         0      -100         0        10       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.7      97.6      44.2       0.0       2.3       2.1       0.0       0.1       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        11         .         0         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                           :
CFTC Code #0643CK                                                    Open Interest is    21,340                :
: Positions                                                                                                    :
:   11,125    19,955     8,490         0       440       200       485       405       380         0        35 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:       80      -160      -340         0         0       200       100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      93.5      39.8       0.0       2.1       0.9       2.3       1.9       1.8       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        13         .         0         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV   Any Multiple of 800 800MWhs                                      :
CFTC Code #0643CL                                                    Open Interest is   578,769                :
: Positions                                                                                                    :
:  377,269   246,944     6,083    78,226   108,979         0    73,112     1,189    19,769     4,987    65,331 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:   18,833    12,237         1     6,549     4,999         0     3,915       223     2,825    -1,042     4,374 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      42.7       1.1      13.5      18.8       0.0      12.6       0.2       3.4       0.9      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        18         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM JCPL ZONE DAY-AHEAD PEAK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #0643CU                                                    Open Interest is     9,940                :
: Positions                                                                                                    :
:    7,470     5,170     1,185     3,910       790         0         0         0        80         0         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      150       450       200      -100      -160         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      52.0      11.9      39.3       7.9       0.0       0.0       0.0       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         9         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    29,835                :
: Positions                                                                                                    :
:    7,999    23,375    18,350     4,680     1,775       900         0         0       200         0         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      400       700       300         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.8      78.3      61.5      15.7       5.9       3.0       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         9         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    27,336                :
: Positions                                                                                                    :
:    7,354    20,740    15,395     3,380     3,215       900         0         0       100         0         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      300       300         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.9      75.9      56.3      12.4      11.8       3.3       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         6         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                              :
CFTC Code #0643D4                                                    Open Interest is    14,485                :
: Positions                                                                                                    :
:   11,205    12,120     2,200       615       995         0       475         0        50         0         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      83.7      15.2       4.2       6.9       0.0       3.3       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        11         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    25,884                :
: Positions                                                                                                    :
:   22,186    15,812       490     7,655     2,205       600         0         0       276       125        87 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      325     2,525       320    -1,730      -195         0         0         0       100       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      61.1       1.9      29.6       8.5       2.3       0.0       0.0       1.1       0.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        14         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    28,363                :
: Positions                                                                                                    :
:   24,058    17,616         0     7,405     3,135       600         0         0       373       100        37 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      325     2,525         0    -2,050       735         0         0         0       100       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      62.1       0.0      26.1      11.1       2.1       0.0       0.0       1.3       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        13         0         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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   124,015                :
: Positions                                                                                                    :
:  114,545    84,228     2,645    26,350     6,385         0     4,832         5       140     1,965       250 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:    3,255       330       -15     2,310       415         0      -100         0      -150       550       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      67.9       2.1      21.2       5.1       0.0       3.9       0.0       0.1       1.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       31        27         .         .         5         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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   1 MW                                                        :
CFTC Code #0643DC                                                    Open Interest is   142,053                :
: Positions                                                                                                    :
:  130,173    92,566     3,890    26,130     6,750        50    12,277       765       140     3,300       260 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:    4,725       245        40     2,145       435        50       925       100      -100     1,380        95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      65.2       2.7      18.4       4.8       0.0       8.6       0.5       0.1       2.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       34        29         .         .         4         .         4         .         .         6         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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   220,917                :
: Positions                                                                                                    :
:  160,951   146,642    11,038    13,682    10,032    15,252     3,146    11,252     5,053    28,792     7,261 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:   -3,542       274     2,880    -1,430       244     1,040        46     1,057       347     1,852       740 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      66.4       5.0       6.2       4.5       6.9       1.4       5.1       2.3      13.0       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       43        42         4         .         4         6         4         6         8        10        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    51,545                :
: Positions                                                                                                    :
:   40,250    42,900     6,510     5,325     2,890       880       225        75       610       100         5 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:     -200         0       100      -100         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      83.2      12.6      10.3       5.6       1.7       0.4       0.1       1.2       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        11         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    48,065                :
: Positions                                                                                                    :
:   38,265    42,370     4,735     1,590     3,680       630       225        75       440       100         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      88.2       9.9       3.3       7.7       1.3       0.5       0.2       0.9       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18         9         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours-5MW per            :
CFTC Code #064A58                                                    Open Interest is   223,130                :
: Positions                                                                                                    :
:  141,787   125,458         0    33,405    55,915    19,924         0     5,050         0     2,833       430 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:    1,081     3,642         0     1,870      -983       233         0      -363         0    -4,193         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      56.2       0.0      15.0      25.1       8.9       0.0       2.3       0.0       1.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        20         0         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                     :
CFTC Code #064AAA                                                    Open Interest is    39,232                :
: Positions                                                                                                    :
:   26,267    36,572    10,440       175         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      315       415       100         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      93.2      26.6       0.4       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        15         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                    :
CFTC Code #064AAB                                                    Open Interest is    35,380                :
: Positions                                                                                                    :
:   23,525    33,385     9,960       175         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      475       575       100         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      94.4      28.2       0.5       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        16         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    34,909                :
: Positions                                                                                                    :
:   20,537    25,262    10,140     4,235        35         0         0         0         0     1,200         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      72.4      29.0      12.1       0.1       0.0       0.0       0.0       0.0       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        15         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    32,027                :
: Positions                                                                                                    :
:   19,298    22,908     9,650     4,720        35         0         0         0         0     1,200         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      71.5      30.1      14.7       0.1       0.0       0.0       0.0       0.0       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        16         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    41,200                :
: Positions                                                                                                    :
:   35,050    13,270     1,425     8,150     3,505         0    11,595         0         0     3,650       200 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      150      -600         0       450      -600         0       300         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      32.2       3.5      19.8       8.5       0.0      28.1       0.0       0.0       8.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        12         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    41,180                :
: Positions                                                                                                    :
:   35,415    13,920     1,200    10,460     3,505         0    10,005         0         0     2,420       200 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      375      -600         0       975      -600         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      33.8       2.9      25.4       8.5       0.0      24.3       0.0       0.0       5.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        12         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    16,824                :
: Positions                                                                                                    :
:    9,104    14,549     4,625       800       175         0         0         0     1,500         0         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      86.5      27.5       4.8       1.0       0.0       0.0       0.0       8.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        12         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    46,370                :
: Positions                                                                                                    :
:   18,875    40,380    24,325     1,175       685       750         0       550         0     2,395         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:        0         0        50         0         0         0         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.7      87.1      52.5       2.5       1.5       1.6       0.0       1.2       0.0       5.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        12         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    41,790                :
: Positions                                                                                                    :
:   16,430    37,200    22,470       450       695       800         0       550         0     2,070         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.3      89.0      53.8       1.1       1.7       1.9       0.0       1.3       0.0       5.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    33,775                :
: Positions                                                                                                    :
:   22,235    20,830     9,225       325     1,565         0    10,300         0       100       200         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      960       600         0         0      -575         0       360         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      61.7      27.3       1.0       4.6       0.0      30.5       0.0       0.3       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        10         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    31,270                :
: Positions                                                                                                    :
:   19,545    19,375     9,775       400     1,440         0     9,440         0         0       200         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:        0       600       600         0      -575         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      62.0      31.3       1.3       4.6       0.0      30.2       0.0       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15         8         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    25,425                :
: Positions                                                                                                    :
:   21,950    11,840         0    11,755         0         0       130        50     1,155         0       175 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:     -400         0         0       -50         0         0         0         0       530         0       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      46.6       0.0      46.2       0.0       0.0       0.5       0.2       4.5       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         8         0         .         0         0         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    23,790                :
: Positions                                                                                                    :
:   20,850    11,595         0    10,650         0         0       130        50       975         0       155 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:     -650         0         0      -250         0         0         0         0       350         0        80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      48.7       0.0      44.8       0.0       0.0       0.5       0.2       4.1       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         9         0         .         0         0         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    40,260                :
: Positions                                                                                                    :
:   28,365    17,579         0    19,376       200     9,565       775       100       475       700         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:     -400      -100         0      -200         0        25         0         0        75         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      43.7       0.0      48.1       0.5      23.8       1.9       0.2       1.2       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17         9         0         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    29,085                :
: Positions                                                                                                    :
:   23,410    15,240         0    10,500         0     2,935       875         0       400       440         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:     -100        50         0      -150         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      52.4       0.0      36.1       0.0      10.1       3.0       0.0       1.4       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        10         0         .         0         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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   115,390                :
: Positions                                                                                                    :
:   59,829   102,585    25,051         0     2,465    12,860         0       140     4,945        75       800 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:       40       450       150         0         0       635         0         0      -300        75       400 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      88.9      21.7       0.0       2.1      11.1       0.0       0.1       4.3       0.1       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       19        24         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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   101,315                :
: Positions                                                                                                    :
:   53,240    90,170    17,845       870     1,820    17,090         0       140     3,460       500         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      205      -370      -175         0         0         0         0         0       100       450         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      89.0      17.6       0.9       1.8      16.9       0.0       0.1       3.4       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        23         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    21,650                :
: Positions                                                                                                    :
:   17,665    10,250         0     7,490       875         0       700         0       700         0         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      190        90         0         0         0         0         0         0      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      47.3       0.0      34.6       4.0       0.0       3.2       0.0       3.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        13         0         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    20,745                :
: Positions                                                                                                    :
:   16,900    11,390         0     7,975       520         0         0         0     2,250         0         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      800       850         0         0         0         0         0         0        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      54.9       0.0      38.4       2.5       0.0       0.0       0.0      10.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        12         0         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    16,520                :
: Positions                                                                                                    :
:    8,720    12,300       330       850       615     5,350         0         0         0     1,250         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.8      74.5       2.0       5.1       3.7      32.4       0.0       0.0       0.0       7.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             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    48,465                :
: Positions                                                                                                    :
:   38,285    32,170       755     3,010     2,085         0     3,950       150         0        50         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      620       790         0         0         0         0      -140       130         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      66.4       1.6       6.2       4.3       0.0       8.2       0.3       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        17         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is    33,485                :
: Positions                                                                                                    :
:   23,750    19,590       685     3,120     3,215         0     2,425         0       600         0         0 :
:                                                                                                              :
: Changes from:     June 13, 2017                                                                              :
:      480       980         0         0         0         0         0         0       400         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      58.5       2.0       9.3       9.6       0.0       7.2       0.0       1.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        17         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated June 23, 2017