Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    57,751                :
: Positions                                                                                                    :
:   21,940    27,907     4,637     3,473     2,516     5,246    11,351     1,339    13,587     3,052     7,374 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      929       585        -5       293      -357      -938      -101       124      -153      -919       -73 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.0      48.3       8.0       6.0       4.4       9.1      19.7       2.3      23.5       5.3      12.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       15        13         .         4         4         .         6         6        12         9        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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     8,301                :
: Positions                                                                                                    :
:    1,340     5,201       717     1,652         0       880       704       240     4,530        16       210 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      -60        90        25         0         0       -75         0         0       170         0       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.1      62.7       8.6      19.9       0.0      10.6       8.5       2.9      54.6       0.2       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        5         7         .         .         0         .         .         .         9         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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     1,792                :
: Positions                                                                                                    :
:      393     1,008       396         5        63       328       143       175        72        34       361 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:       60        83        38        -4        -3        41         8        17       -48         4        29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.9      56.2      22.1       0.3       3.5      18.3       8.0       9.8       4.0       1.9      20.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        7         8         .         .         .         .         .         5         5         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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   110,175                :
: Positions                                                                                                    :
:   60,686    69,253     3,395     8,704    15,128    12,859       152     2,885     6,268     5,220     8,287 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:     -197      -261        18        26       -74       -27        -4       178       143       177       321 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      62.9       3.1       7.9      13.7      11.7       0.1       2.6       5.7       4.7       7.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       35        35         .         .         4         5         .         5         7         5        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    30,969                :
: Positions                                                                                                    :
:   24,041    26,447     2,611       805     2,667       400       250         0       625       175       625 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:     -157       -85        -3       -50       118         0         0         0        25         0        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      85.4       8.4       2.6       8.6       1.3       0.8       0.0       2.0       0.6       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       24        17         .         .         .         .         .         0         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    22,044                :
: Positions                                                                                                    :
:   19,230    15,882         0     3,632     1,665         0         0         0       650       150       475 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      -10       815         0      -625       400         0         0         0       200         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      72.0       0.0      16.5       7.6       0.0       0.0       0.0       2.9       0.7       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        13         0         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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   171,276                :
: Positions                                                                                                    :
:  134,461   112,649    17,860    17,102     5,960     6,655    16,138     3,481     2,545    15,668       268 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      -36     1,834        27       -63      -229       -35    -1,380         0      -135      -560       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      65.8      10.4      10.0       3.5       3.9       9.4       2.0       1.5       9.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       35        35         .         .         .         .         4         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    55,528                :
: Positions                                                                                                    :
:   43,307    34,148     8,180    11,871     1,406       613     5,800       675     1,075     1,373       250 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      259      -632      -575       152       -81        36        25         0       350       525      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      61.5      14.7      21.4       2.5       1.1      10.4       1.2       1.9       2.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        21         .         .         .         .         4         .         5         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    56,436                :
: Positions                                                                                                    :
:   43,920    39,490     1,317     2,520    10,061       200     3,300       300       150        25       360 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      -90      -190       -60         0       300         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      70.0       2.3       4.5      17.8       0.4       5.8       0.5       0.3       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       27        24         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    57,959                :
: Positions                                                                                                    :
:   49,300    37,355     2,060    14,688     4,416         0       465       210     1,565       550        45 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:     -485      -615         0       100       270         0      -120        60       -50       100         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      64.5       3.6      25.3       7.6       0.0       0.8       0.4       2.7       0.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       26        22         .         .         .         0         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    64,526                :
: Positions                                                                                                    :
:   40,996    27,497    19,360    16,515     2,955         0         0         0     1,070    17,400         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    1,125     1,135       -15         0         0         0         0         0       295         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      42.6      30.0      25.6       4.6       0.0       0.0       0.0       1.7      27.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       25        24         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    85,515                :
: Positions                                                                                                    :
:   55,889    36,203    26,215    22,845     1,785         0         0         0     1,520    24,400         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      880       883       -15         0         0         0         0         0       265         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      42.3      30.7      26.7       2.1       0.0       0.0       0.0       1.8      28.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       25        22         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    32,301                :
: Positions                                                                                                    :
:   22,779    26,586     4,075         0     4,875         0       800         0       400         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:       70       214         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      82.3      12.6       0.0      15.1       0.0       2.5       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       20        16         .         0         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    36,385                :
: Positions                                                                                                    :
:   29,385    31,797     2,670     1,455     2,470       500       420         0     1,225         0        75 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:     -355      -130       150       100         0         0         0         0       175         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      87.4       7.3       4.0       6.8       1.4       1.2       0.0       3.4       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        19         4         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    12,345                :
: Positions                                                                                                    :
:   11,095     9,820       300     2,075       150         0         0         0       800       300         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:     -220       -20         0      -200         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      79.5       2.4      16.8       1.2       0.0       0.0       0.0       6.5       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14        11         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    18,936                :
: Positions                                                                                                    :
:   15,051    11,819         0     3,660       880     1,200     1,032         0     1,300       950       300 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    1,290     1,140         0       950         0       800         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      62.4       0.0      19.3       4.6       6.3       5.4       0.0       6.9       5.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        19         0         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    10,590                :
: Positions                                                                                                    :
:    8,690     8,365       450       850       760         0        50        25         0       120       280 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      400       500         0      -100       100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      79.0       4.2       8.0       7.2       0.0       0.5       0.2       0.0       1.1       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        10         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    40,267                :
: Positions                                                                                                    :
:   27,667    34,972     7,355         0     4,245       400         0       600         0       350         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      254       254         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      86.9      18.3       0.0      10.5       1.0       0.0       1.5       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       23        20         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    47,019                :
: Positions                                                                                                    :
:   42,160    31,139     1,710    12,631     1,629         0       300         0     1,200     1,250         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      715       829       225        61       -61         0         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      66.2       3.6      26.9       3.5       0.0       0.6       0.0       2.6       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        24         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    50,667                :
: Positions                                                                                                    :
:   39,665    38,537     8,407    11,025       620       325         0         0     1,250         0       300 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      610       555         0         0         0       100         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      76.1      16.6      21.8       1.2       0.6       0.0       0.0       2.5       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        12         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    57,383                :
: Positions                                                                                                    :
:   42,820    39,938     9,733    12,790     2,295       325         0         0     1,880     2,000       175 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    1,045       980         0         0         0       100         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      69.6      17.0      22.3       4.0       0.6       0.0       0.0       3.3       3.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        11         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    71,276                :
: Positions                                                                                                    :
:   67,629    61,482       897     6,805     1,703         0         0         0       155       152       829 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      746     1,956         0       485      -420         0         0         0         0    -1,695       810 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.9      86.3       1.3       9.5       2.4       0.0       0.0       0.0       0.2       0.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       26        25         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    93,485                :
: Positions                                                                                                    :
:   79,541    78,678     2,341     6,420     3,591     3,430       353        74     2,476     2,179     1,911 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      690     1,122      -925       260       852         0         0         0       190    -1,422       360 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      84.2       2.5       6.9       3.8       3.7       0.4       0.1       2.6       2.3       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       28        31         .         .         .         .         4         .         4         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    31,122                :
: Positions                                                                                                    :
:   24,227    30,795     6,241         0       327         0         0         0       275         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      450       750       300         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      98.9      20.1       0.0       1.1       0.0       0.0       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        11         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    41,481                :
: Positions                                                                                                    :
:   33,250    30,132     3,535     2,745     3,270         0     4,730       120       843        25       214 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      290      -280      -270         0       130         0        80       120      -100         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      72.6       8.5       6.6       7.9       0.0      11.4       0.3       2.0       0.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        16         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    41,747                :
: Positions                                                                                                    :
:   25,736    32,104     6,528     2,080     3,858     1,550       150     1,800     1,770     1,400        50 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:        5      -415      -270         0         0         0       150         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      76.9      15.6       5.0       9.2       3.7       0.4       4.3       4.2       3.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        18         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    38,050                :
: Positions                                                                                                    :
:   19,612    33,993    18,038     1,567        40         0     1,490       275         0       530        15 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    1,064     1,344       360         0         0         0         0         0         0       200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      89.3      47.4       4.1       0.1       0.0       3.9       0.7       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        14         5         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    34,120                :
: Positions                                                                                                    :
:   16,310    30,415    16,990     1,088       242         0     2,200       140       350         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      900     2,400     1,200      -300        12         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      89.1      49.8       3.2       0.7       0.0       6.4       0.4       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        11         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    25,913                :
: Positions                                                                                                    :
:   19,247    22,698     2,697       182     2,093        75       680        15     1,228         0       184 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    1,142       227      -580         0       349         0         0         0         5         0        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.3      87.6      10.4       0.7       8.1       0.3       2.6       0.1       4.7       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        17         .         .         4         .         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    22,271                :
: Positions                                                                                                    :
:   19,137    18,955       904     2,457       393       685         0       300       736        25         1 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    1,010       920         0       705       -30       605         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      85.1       4.1      11.0       1.8       3.1       0.0       1.3       3.3       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        14         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    48,350                :
: Positions                                                                                                    :
:   41,599    27,512     2,797     9,872     1,754     1,200     8,637       248       275        82       225 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      -46       186       445       175      -295         0        34        -4      -110      -105        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      56.9       5.8      20.4       3.6       2.5      17.9       0.5       0.6       0.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        22         .         .         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    34,244                :
: Positions                                                                                                    :
:   27,115    18,105     4,799    12,015       840     1,200     2,930         0        35       350         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      748      -962       855     1,995       234         0       570         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      52.9      14.0      35.1       2.5       3.5       8.6       0.0       0.1       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       25        18         .         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    21,711                :
: Positions                                                                                                    :
:   12,367    13,436     4,995         0     3,675         0     3,850       650         0       100         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:     -175       275       450         0        90         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      61.9      23.0       0.0      16.9       0.0      17.7       3.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        14         .         0         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    12,375                :
: Positions                                                                                                    :
:    9,694     6,200     1,155     4,550     1,525         0         0         0         0       100         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      50.1       9.3      36.8      12.3       0.0       0.0       0.0       0.0       0.8       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 September 19, 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    16,690                :
: Positions                                                                                                    :
:    8,695    16,025     5,800         0       645       405         0         0       705         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      200       -50      -250         0        55         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      96.0      34.8       0.0       3.9       2.4       0.0       0.0       4.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15         9         .         0         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    17,020                :
: Positions                                                                                                    :
:    9,420    16,315     6,075         0       630       305         0        55       235         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      200       -50      -250         0        35         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.3      95.9      35.7       0.0       3.7       1.8       0.0       0.3       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        10         .         0         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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   734,203                :
: Positions                                                                                                    :
:  454,462   352,565     6,101    48,306   155,282       168    72,815    17,333    12,891         0    87,882 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    4,893     5,596         1     6,162    -6,273       168    -4,845     1,585     1,750       -37     9,702 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      48.0       0.8       6.6      21.1       0.0       9.9       2.4       1.8       0.0      12.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        16         .         .         .         .         .         .         5         0         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    10,005                :
: Positions                                                                                                    :
:    6,385     4,530     2,535     4,420     1,055         0         0         0        25         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      270         0      -195         0       145         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      45.3      25.3      44.2      10.5       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    25,065                :
: Positions                                                                                                    :
:    8,517    17,195    13,745     6,365     1,225       625        25        50       335       100         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      875       320      -525       -25       170         0         0         0        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.0      68.6      54.8      25.4       4.9       2.5       0.1       0.2       1.3       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16         9         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    23,460                :
: Positions                                                                                                    :
:    7,682    15,775    12,200     5,165     2,240       625        25        50       335       100         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      600       270      -325       -50       175         0         0         0        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.7      67.2      52.0      22.0       9.5       2.7       0.1       0.2       1.4       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         7         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    10,785                :
: Positions                                                                                                    :
:    8,055     8,895     1,835       810       695         0       325         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      82.5      17.0       7.5       6.4       0.0       3.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        11         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    22,548                :
: Positions                                                                                                    :
:   18,144    13,434     1,000     6,620     2,365       450         0         0       435       100        29 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:     -584      -379       -50        70        90         0         0         0       325         0        -8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      59.6       4.4      29.4      10.5       2.0       0.0       0.0       1.9       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        15         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    23,687                :
: Positions                                                                                                    :
:   18,873    14,623       830     5,925     2,960       450         0         0       409       150        29 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:     -588      -383       -50        70       100         0         0         0       325         0        -8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      61.7       3.5      25.0      12.5       1.9       0.0       0.0       1.7       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        15         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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   111,549                :
: Positions                                                                                                    :
:  100,914    77,726     4,705    19,569     4,815        75     4,397        80       165     4,190       750 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      455     1,325         0    -1,760       615         0         0         0      -325       565       225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      69.7       4.2      17.5       4.3       0.1       3.9       0.1       0.1       3.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       31        26         .         .         5         .         4         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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   352 MWh                                                     :
CFTC Code #0643DC                                                    Open Interest is   122,456                :
: Positions                                                                                                    :
:  114,255    87,532     2,700    21,464     4,176       300     4,622        65       380     4,035       535 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      600     1,290       -25    -1,605       590         0         0         0      -325       565       185 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.3      71.5       2.2      17.5       3.4       0.2       3.8       0.1       0.3       3.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       35        31         .         .         4         .         4         .         5         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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   218,493                :
: Positions                                                                                                    :
:  146,207   137,504     6,988    16,899    13,374    26,791     8,293     8,047     8,034    25,278     8,974 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:   -6,116    -3,688     1,329       -43      -377    -1,252       278       673     1,336    -1,191     1,064 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.9      62.9       3.2       7.7       6.1      12.3       3.8       3.7       3.7      11.6       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       44        41         4         .         4         5         8         4        11        11        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    45,809                :
: Positions                                                                                                    :
:   34,891    35,884     5,540     6,975     2,490     1,355       300       115     1,090         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      180      -790       100     1,230      -310         0         0         0       180         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      78.3      12.1      15.2       5.4       3.0       0.7       0.3       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        10         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    42,199                :
: Positions                                                                                                    :
:   32,331    35,329     4,565     3,525     2,895     1,080       275       130       915         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      395      -540       100     1,195      -310         0         0         0       180         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      83.7      10.8       8.4       6.9       2.6       0.7       0.3       2.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        10         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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   207,125                :
: Positions                                                                                                    :
:  123,812   124,357     8,564    31,604    46,135    22,571         0     4,852       951         0       177 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:   -3,379    -1,810      -369    -1,888      -625        81         0       -41       -31         0       -18 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      60.0       4.1      15.3      22.3      10.9       0.0       2.3       0.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        16         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    33,997                :
: Positions                                                                                                    :
:   26,587    29,562     3,425       430       770         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      295       175         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      87.0      10.1       1.3       2.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       16        15         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    32,055                :
: Positions                                                                                                    :
:   24,605    27,375     3,580       430       615         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      230       110         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      85.4      11.2       1.3       1.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        16         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    31,719                :
: Positions                                                                                                    :
:   19,286    22,721     8,080     2,510       960         0       450         0         0     1,650         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      670       375       300         0         0         0         0         0         0       600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      71.6      25.5       7.9       3.0       0.0       1.4       0.0       0.0       5.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        15         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    30,010                :
: Positions                                                                                                    :
:   18,439    21,274     8,060     3,010       960         0       450         0         0     1,650         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      295         0       300         0         0         0         0         0         0       600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      70.9      26.9      10.0       3.2       0.0       1.5       0.0       0.0       5.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        16         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    37,305                :
: Positions                                                                                                    :
:   31,910    10,140     1,075    10,225        70         0     9,920         0       200     3,150         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:       50      -300         0       250         0      -100         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      27.2       2.9      27.4       0.2       0.0      26.6       0.0       0.5       8.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        11         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    37,785                :
: Positions                                                                                                    :
:   32,450    10,810       950    11,825        70         0     9,220         0       200     1,995         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      100      -250         0       250         0      -100         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      28.6       2.5      31.3       0.2       0.0      24.4       0.0       0.5       5.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        12         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    41,525                :
: Positions                                                                                                    :
:   16,870    36,610    21,595     1,125       635       725         0       475       150     1,625        75 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:        0       180         0         0         0         0         0         0         0      -180        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.6      88.2      52.0       2.7       1.5       1.7       0.0       1.1       0.4       3.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        11         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    38,985                :
: Positions                                                                                                    :
:   15,245    35,015    21,225       625       490       725         0       475       150     1,725        75 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:       60       180       -60         0         0         0         0         0         0      -180        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.1      89.8      54.4       1.6       1.3       1.9       0.0       1.2       0.4       4.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        12         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    26,840                :
: Positions                                                                                                    :
:   17,560    16,185     7,330       475     1,080         0     8,310         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      60.3      27.3       1.8       4.0       0.0      31.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        10         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    25,270                :
: Positions                                                                                                    :
:   15,395    15,630     8,180       550       980         0     7,475         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      61.9      32.4       2.2       3.9       0.0      29.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14         9         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    20,735                :
: Positions                                                                                                    :
:   17,560    10,500         0     7,210         0         0       130        50         0       315       205 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:       35       185         0      -150         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      50.6       0.0      34.8       0.0       0.0       0.6       0.2       0.0       1.5       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         9         0         .         0         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    20,155                :
: Positions                                                                                                    :
:   17,235    10,290         0     7,225         0         0       130        50        50       150       265 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      -25       125         0      -150         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      51.1       0.0      35.8       0.0       0.0       0.6       0.2       0.2       0.7       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         9         0         .         0         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    37,540                :
: Positions                                                                                                    :
:   26,295    14,125         0    21,005         0     9,560       575       275       250       425         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      500      -630         0     1,830         0       650       -50        50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      37.6       0.0      56.0       0.0      25.5       1.5       0.7       0.7       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18         8         0         .         0         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    30,385                :
: Positions                                                                                                    :
:   21,640    13,940         0    13,510         0     6,445       575       250       250       335         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      755      -375         0     1,880         0       650      -100        75         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      45.9       0.0      44.5       0.0      21.2       1.9       0.8       0.8       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18         9         0         .         0         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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   103,495                :
: Positions                                                                                                    :
:   50,965    91,110    26,520         0     1,880     9,540       125       665     4,620       350       125 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      330     1,135     1,700         0         0      -800      -100         0      -180         0       105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.2      88.0      25.6       0.0       1.8       9.2       0.1       0.6       4.5       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       19        23         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    92,295                :
: Positions                                                                                                    :
:   49,460    81,640    18,705        10     1,845    10,685        50       665     3,260       350       105 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:       40       755     1,560         0         0      -750      -100         0      -180         0       105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.6      88.5      20.3       0.0       2.0      11.6       0.1       0.7       3.5       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        23         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    18,615                :
: Positions                                                                                                    :
:   14,925     8,295         0     6,500       775        50       750         0       450         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      -15      -195         0       180         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      44.6       0.0      34.9       4.2       0.3       4.0       0.0       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        13         0         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    18,575                :
: Positions                                                                                                    :
:   14,360    10,200         0     6,535       825         0         0         0     2,175         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:       45       -75         0       120      -120         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      54.9       0.0      35.2       4.4       0.0       0.0       0.0      11.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        13         0         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    50,320                :
: Positions                                                                                                    :
:   37,440    33,420       815     2,205     4,195         0     2,750       600         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:     -175        45         0      -120         0         0      -100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      66.4       1.6       4.4       8.3       0.0       5.5       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        17         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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    32,575                :
: Positions                                                                                                    :
:   23,200    20,015       160     2,465     3,670         0     1,000       150         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:     -600      -480         0      -120        50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      61.4       0.5       7.6      11.3       0.0       3.1       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        19         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated September 22, 2017