COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-024656
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    41,152:    14,085     21,708      6,804        643        288        925      8,146      1,811     12,320      3,526      3,710:    1,209     1,320
Old  :    41,152:    14,085     21,708      6,804        643        288        925      8,146      1,811     12,320      3,526      3,710:    1,209     1,320
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,291:       881        213        -57         54        -18        110        579          5        192        445        133:       45      -120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.2       52.8       16.5        1.6        0.7        2.2       19.8        4.4       29.9        8.6        9.0:      2.9       3.2
Old  :     100.0:      34.2       52.8       16.5        1.6        0.7        2.2       19.8        4.4       29.9        8.6        9.0:      2.9       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        14         12          4          .          4          .          6          4          8          6          9:
Old  :        43:        14         12          4          .          4          .          6          4          8          6          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       62.0       58.0       77.3       34.2       47.1       50.9       56.9
Old  :                 35.6       62.0       58.0       77.3       34.2       47.1       50.9       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-064363
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    47,902:    29,694     34,290      1,998      4,397      5,255      8,271          0        131      1,571      3,166        127:      855       536
Old  :    47,902:    29,694     34,290      1,998      4,397      5,255      8,271          0        131      1,571      3,166        127:      855       536
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :         0:       -63          0          0          0          0          0          0          0         63          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.0       71.6        4.2        9.2       11.0       17.3        0.0        0.3        3.3        6.6        0.3:      1.8       1.1
Old  :     100.0:      62.0       71.6        4.2        9.2       11.0       17.3        0.0        0.3        3.3        6.6        0.3:      1.8       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        25         23          .          .          .          5          0          .          7          .          .:
Old  :        48:        25         23          .          .          .          5          0          .          7          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       43.6       67.2       67.2       38.5       32.7       52.7       48.1
Old  :                 46.4       43.6       67.2       67.2       38.5       32.7       52.7       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    45,255:    35,576     37,729         75      1,707      4,064        450      1,150        175      4,650          0        250:       15       180
Old  :    45,255:    35,576     37,729         75      1,707      4,064        450      1,150        175      4,650          0        250:       15       180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,953:     1,521      1,146         75        -90        532         25        275        100       -350          0         50:        0       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.6       83.4        0.2        3.8        9.0        1.0        2.5        0.4       10.3        0.0        0.6:      0.0       0.4
Old  :     100.0:      78.6       83.4        0.2        3.8        9.0        1.0        2.5        0.4       10.3        0.0        0.6:      0.0       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        22         18          .          .          .          .          .          .          6          0          .:
Old  :        37:        22         18          .          .          .          .          .          .          6          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.6       59.7       77.2       83.8       45.7       52.0       58.0       59.3
Old  :                 59.6       59.7       77.2       83.8       45.7       52.0       58.0       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 MWh)                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    24,426:    22,021     13,179         50      8,212        680         75          0         25        420      1,175      1,155:        0         0
Old  :    24,426:    22,021     13,179         50      8,212        680         75          0         25        420      1,175      1,155:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :      -190:        50       -625        -25        300        125          0          0          0       -400        -50         60:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.2       54.0        0.2       33.6        2.8        0.3        0.0        0.1        1.7        4.8        4.7:      0.0       0.0
Old  :     100.0:      90.2       54.0        0.2       33.6        2.8        0.3        0.0        0.1        1.7        4.8        4.7:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        19         15          .          .          .          .          0          .          .          .          5:
Old  :        32:        19         15          .          .          .          .          0          .          .          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.8       64.0       86.4       84.2       66.6       53.2       73.4       70.7
Old  :                 71.8       64.0       86.4       84.2       66.6       53.2       73.4       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                                                                  Code-064394
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   176,014:   141,550    124,144      8,661     10,785     11,414      7,730     19,352      1,140      2,610      6,247      2,672:      237       260
Old  :   176,014:   141,550    124,144      8,661     10,785     11,414      7,730     19,352      1,140      2,610      6,247      2,672:      237       260
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :        50:    -1,002     -1,582        423       -177        -51        105      1,800          0        515          0         60:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.4       70.5        4.9        6.1        6.5        4.4       11.0        0.6        1.5        3.5        1.5:      0.1       0.1
Old  :     100.0:      80.4       70.5        4.9        6.1        6.5        4.4       11.0        0.6        1.5        3.5        1.5:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        32         31          4          .          4          4          .          .          4          .          .:
Old  :        53:        32         31          4          .          4          4          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       51.5       56.7       69.4       35.5       44.6       49.4       57.1
Old  :                 38.4       51.5       56.7       69.4       35.5       44.6       49.4       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                                  Code-064395
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    58,990:    34,783     35,304     17,797     10,017      3,186      1,022      8,775        631      1,375      1,002         75:      121         0
Old  :    58,990:    34,783     35,304     17,797     10,017      3,186      1,022      8,775        631      1,375      1,002         75:      121         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       312:       112        587         47          0        150        -50       -978         78         27        527        -52:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.0       59.8       30.2       17.0        5.4        1.7       14.9        1.1        2.3        1.7        0.1:      0.2       0.0
Old  :     100.0:      59.0       59.8       30.2       17.0        5.4        1.7       14.9        1.1        2.3        1.7        0.1:      0.2       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        18         15          .          .          .          4          .          .          5          .          .:
Old  :        38:        18         15          .          .          .          4          .          .          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.5       68.5       88.3       90.0       72.8       58.9       78.1       78.2
Old  :                 77.5       68.5       88.3       90.0       72.8       58.9       78.1       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                              Code-064396
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    33,075:    28,494     21,160      3,945     11,330        310        150          0          0         75        175        100:        1         0
Old  :    33,075:    28,494     21,160      3,945     11,330        310        150          0          0         75        175        100:        1         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :      -175:      -250        100       -400       -225        225         75          0          0         75       -375        100:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       64.0       11.9       34.3        0.9        0.5        0.0        0.0        0.2        0.5        0.3:      0.0       0.0
Old  :     100.0:      86.1       64.0       11.9       34.3        0.9        0.5        0.0        0.0        0.2        0.5        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9         11          .          .          .          .          0          0          .          .          .:
Old  :        21:         9         11          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.6       92.6       97.9       97.6       84.9       87.3       90.7       90.8
Old  :                 87.6       92.6       97.9       97.6       84.9       87.3       90.7       90.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                                                                                                Code-06439A
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    50,230:    35,774     36,390      5,210      6,110      3,550      3,050      3,100          0      1,885        325        590:      171       165
Old  :    50,230:    35,774     36,390      5,210      6,110      3,550      3,050      3,100          0      1,885        325        590:      171       165
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :        15:        15        215          0       -250          0          0          0          0          0         50          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.2       72.4       10.4       12.2        7.1        6.1        6.2        0.0        3.8        0.6        1.2:      0.3       0.3
Old  :     100.0:      71.2       72.4       10.4       12.2        7.1        6.1        6.2        0.0        3.8        0.6        1.2:      0.3       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        23         23          .          .          .          .          .          0          .          .          .:
Old  :        38:        23         23          .          .          .          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       46.4       70.1       64.4       42.4       34.4       59.1       48.5
Old  :                 46.3       46.4       70.1       64.4       42.4       34.4       59.1       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-06439B
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    75,776:    45,435     52,089      5,546     11,210      7,590     14,175      2,320        860      1,005        972        725:      440        10
Old  :    75,776:    45,435     52,089      5,546     11,210      7,590     14,175      2,320        860      1,005        972        725:      440        10
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :      -135:      -549         81        -50       -675        400         75          0          0          0          0         50:      -61         9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.0       68.7        7.3       14.8       10.0       18.7        3.1        1.1        1.3        1.3        1.0:      0.6       0.0
Old  :     100.0:      60.0       68.7        7.3       14.8       10.0       18.7        3.1        1.1        1.3        1.3        1.0:      0.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        25         26          .          .          4          4          .          4          4          .          .:
Old  :        49:        25         26          .          .          4          4          .          4          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       48.0       67.8       70.5       42.8       41.5       56.2       55.6
Old  :                 44.4       48.0       67.8       70.5       42.8       41.5       56.2       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                           Code-06439C
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    68,564:    45,603     49,184     16,535     15,510      1,690        600         90        275      2,170        195      1,260:      431       360
Old  :    68,564:    45,603     49,184     16,535     15,510      1,690        600         90        275      2,170        195      1,260:      431       360
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       521:       420        180          0        360          0          0          0          0          0          0          0:      101       -19
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.5       71.7       24.1       22.6        2.5        0.9        0.1        0.4        3.2        0.3        1.8:      0.6       0.5
Old  :     100.0:      66.5       71.7       24.1       22.6        2.5        0.9        0.1        0.4        3.2        0.3        1.8:      0.6       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        21         20          .          .          .          .          .          .          .          .          .:
Old  :        40:        21         20          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       72.3       61.5       86.2       43.4       69.8       59.0       81.9
Old  :                 43.6       72.3       61.5       86.2       43.4       69.8       59.0       81.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439F
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   101,318:    67,563     62,679     25,120     34,424      2,990      1,260          0          0      2,950         50        920:      515       255
Old  :   101,318:    67,563     62,679     25,120     34,424      2,990      1,260          0          0      2,950         50        920:      515       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,380:     1,405        775          0        610          0          0          0          0        -81          0        -74:      130        69
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.7       61.9       24.8       34.0        3.0        1.2        0.0        0.0        2.9        0.0        0.9:      0.5       0.3
Old  :     100.0:      66.7       61.9       24.8       34.0        3.0        1.2        0.0        0.0        2.9        0.0        0.9:      0.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        23         24          .          4          .          .          0          0          .          .          .:
Old  :        45:        23         24          .          4          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       69.0       63.8       84.9       43.5       66.0       62.7       78.9
Old  :                 43.6       69.0       63.8       84.9       43.5       66.0       62.7       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439K
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    30,940:    22,395     26,700      3,780          0      3,830        300          0          0        200        100          0:      435       310
Old  :    30,940:    22,395     26,700      3,780          0      3,830        300          0          0        200        100          0:      435       310
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,675:     3,760      1,560     -2,525          0        230          0          0          0          0         50          0:      210      -165
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.4       86.3       12.2        0.0       12.4        1.0        0.0        0.0        0.6        0.3        0.0:      1.4       1.0
Old  :     100.0:      72.4       86.3       12.2        0.0       12.4        1.0        0.0        0.0        0.6        0.3        0.0:      1.4       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        18         15          4          0          .          .          0          0          .          .          0:
Old  :        29:        18         15          4          0          .          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       75.1       83.6       86.2       43.6       67.0       64.0       73.7
Old  :                 54.0       75.1       83.6       86.2       43.6       67.0       64.0       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439L
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    30,660:    24,275     24,240      1,075      1,680      4,375          0        300          0        715          0         60:      160         5
Old  :    30,660:    24,275     24,240      1,075      1,680      4,375          0        300          0        715          0         60:      160         5
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :      -300:    -1,495       -575        625        175        160          0          0          0        350          0        -60:      120         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.2       79.1        3.5        5.5       14.3        0.0        1.0        0.0        2.3        0.0        0.2:      0.5       0.0
Old  :     100.0:      79.2       79.1        3.5        5.5       14.3        0.0        1.0        0.0        2.3        0.0        0.2:      0.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        19         15          .          .          .          0          .          0          .          0          .:
Old  :        28:        19         15          .          .          .          0          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       69.1       72.5       89.3       35.6       54.5       46.0       57.4
Old  :                 51.7       69.1       72.5       89.3       35.6       54.5       46.0       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                           Code-06439N
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    10,951:     8,780      9,701        200        850        200        900          0          0        871        200          0:        0         0
Old  :    10,951:     8,780      9,701        200        850        200        900          0          0        871        200          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :      -200:       400       -200          0          0          0        400          0          0     -1,000          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       88.6        1.8        7.8        1.8        8.2        0.0        0.0        8.0        1.8        0.0:      0.0       0.0
Old  :     100.0:      80.2       88.6        1.8        7.8        1.8        8.2        0.0        0.0        8.0        1.8        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14          8          .          .          .          .          0          0          .          .          0:
Old  :        24:        14          8          .          .          .          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       81.9       70.9       97.1       47.8       77.3       65.7       83.5
Old  :                 51.7       81.9       70.9       97.1       47.8       77.3       65.7       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                             Code-06439R
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    43,510:    24,521     28,418      1,084      5,156      2,755      5,221        235      1,550      4,069      1,166      3,751:      559       479
Old  :    43,510:    24,521     28,418      1,084      5,156      2,755      5,221        235      1,550      4,069      1,166      3,751:      559       479
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,780:       472      1,871        465       -511        374        323         86         68        609        343       -503:      -28        52
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.4       65.3        2.5       11.9        6.3       12.0        0.5        3.6        9.4        2.7        8.6:      1.3       1.1
Old  :     100.0:      56.4       65.3        2.5       11.9        6.3       12.0        0.5        3.6        9.4        2.7        8.6:      1.3       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        23         24          .          .          .          4          .          4          7          4          7:
Old  :        49:        23         24          .          .          .          4          .          4          7          4          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       39.9       60.6       56.6       34.8       28.7       42.8       38.6
Old  :                 41.5       39.9       60.6       56.6       34.8       28.7       42.8       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV                                                                                          Code-0643A5
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    14,800:     6,750     11,100      6,800        500         50        350          0        100        650      2,600        100:        0       350
Old  :    14,800:     6,750     11,100      6,800        500         50        350          0        100        650      2,600        100:        0       350
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.6       75.0       45.9        3.4        0.3        2.4        0.0        0.7        4.4       17.6        0.7:      0.0       2.4
Old  :     100.0:      45.6       75.0       45.9        3.4        0.3        2.4        0.0        0.7        4.4       17.6        0.7:      0.0       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        10          6          .          .          .          .          0          .          .          .          .:
Old  :        22:        10          6          .          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.8       84.1       95.6       94.9       79.4       78.0       86.8       85.1
Old  :                 84.8       84.1       95.6       94.9       79.4       78.0       86.8       85.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    40,096:    29,976     36,511      6,845          0      2,720        300        600          0        250        195          5:        0        65
Old  :    40,096:    29,976     36,511      6,845          0      2,720        300        600          0        250        195          5:        0        65
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     2,060:     4,500      1,925     -2,550          0         60          0          0          0        225         95          5:     -180       -25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       91.1       17.1        0.0        6.8        0.7        1.5        0.0        0.6        0.5        0.0:      0.0       0.2
Old  :     100.0:      74.8       91.1       17.1        0.0        6.8        0.7        1.5        0.0        0.6        0.5        0.0:      0.0       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        21         21          4          0          .          .          .          0          .          .          .:
Old  :        37:        21         21          4          0          .          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       66.4       81.0       82.1       45.1       60.0       67.2       70.3
Old  :                 51.4       66.4       81.0       82.1       45.1       60.0       67.2       70.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-0643B3
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    48,439:    42,174     31,045        920     11,610        775      2,475      3,194          0        570        995        820:      705         0
Old  :    48,439:    42,174     31,045        920     11,610        775      2,475      3,194          0        570        995        820:      705         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :      -274:      -769        466          0       -850        135          0       -100          0        350        100        -25:       35         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.1       64.1        1.9       24.0        1.6        5.1        6.6        0.0        1.2        2.1        1.7:      1.5       0.0
Old  :     100.0:      87.1       64.1        1.9       24.0        1.6        5.1        6.6        0.0        1.2        2.1        1.7:      1.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        20         18          .          .          .          .          .          0          .          4          .:
Old  :        40:        20         18          .          .          .          .          .          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       56.0       69.2       81.5       45.9       54.3       66.5       76.9
Old  :                 48.2       56.0       69.2       81.5       45.9       54.3       66.5       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                                Code-0643BC
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    47,654:    38,130     37,849      6,564      8,245        325        700          0          0        990        300        660:      285       275
Old  :    47,654:    38,130     37,849      6,564      8,245        325        700          0          0        990        300        660:      285       275
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,160:     1,045      1,160         70          0          0          0          0          0         35        -10         10:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.0       79.4       13.8       17.3        0.7        1.5        0.0        0.0        2.1        0.6        1.4:      0.6       0.6
Old  :     100.0:      80.0       79.4       13.8       17.3        0.7        1.5        0.0        0.0        2.1        0.6        1.4:      0.6       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        19         16          .          .          .          .          0          0          .          .          .:
Old  :        31:        19         16          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       87.2       73.5       93.9       58.4       84.8       71.6       88.0
Old  :                 58.8       87.2       73.5       93.9       58.4       84.8       71.6       88.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BE
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    53,276:    43,495     39,816      6,596      9,450        890          0          0          0      1,500      2,200        650:      145       270
Old  :    53,276:    43,495     39,816      6,596      9,450        890          0          0          0      1,500      2,200        650:      145       270
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,800:     1,740      1,460         20          0          0          0          0          0         40        400          0:        0       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.6       74.7       12.4       17.7        1.7        0.0        0.0        0.0        2.8        4.1        1.2:      0.3       0.5
Old  :     100.0:      81.6       74.7       12.4       17.7        1.7        0.0        0.0        0.0        2.8        4.1        1.2:      0.3       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        20         16          .          .          .          0          0          0          .          .          .:
Old  :        31:        20         16          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       84.6       77.2       94.6       58.9       82.7       76.0       91.9
Old  :                 59.5       84.6       77.2       94.6       58.9       82.7       76.0       91.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643BF
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    78,265:    65,815     71,308      8,914      3,212      2,179          0        300          0        145          0      1,101:      111       165
Old  :    78,265:    65,815     71,308      8,914      3,212      2,179          0        300          0        145          0      1,101:      111       165
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :      -570:    -1,518        -65        360          0          0          0          0          0         31     -1,047        522:       35        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.1       91.1       11.4        4.1        2.8        0.0        0.4        0.0        0.2        0.0        1.4:      0.1       0.2
Old  :     100.0:      84.1       91.1       11.4        4.1        2.8        0.0        0.4        0.0        0.2        0.0        1.4:      0.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        22         22          .          .          4          0          .          0          .          0          .:
Old  :        34:        22         22          .          .          4          0          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       59.6       75.1       78.3       55.2       53.0       70.2       68.0
Old  :                 56.0       59.6       75.1       78.3       55.2       53.0       70.2       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643BG
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   116,071:    99,137     99,749     11,254      3,459      2,759         75      1,904        135      1,368      6,732      1,118:      225       215
Old  :   116,071:    99,137     99,749     11,254      3,459      2,759         75      1,904        135      1,368      6,732      1,118:      225       215
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,494:       540      3,926        565       -330        -20          0         57          0         10     -2,503        364:       35         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.4       85.9        9.7        3.0        2.4        0.1        1.6        0.1        1.2        5.8        1.0:      0.2       0.2
Old  :     100.0:      85.4       85.9        9.7        3.0        2.4        0.1        1.6        0.1        1.2        5.8        1.0:      0.2       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        22         21          .          .          .          .          5          .          4          .          .:
Old  :        46:        22         21          .          .          .          .          5          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       44.6       78.9       67.0       53.0       43.8       67.8       58.9
Old  :                 56.9       44.6       78.9       67.0       53.0       43.8       67.8       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                                                                        Code-0643BM
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    52,010:    46,586     46,805      2,479      1,735      2,870          0        225         75          0        300          0:        0         0
Old  :    52,010:    46,586     46,805      2,479      1,735      2,870          0        225         75          0        300          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       650:       775      1,425        225       -575       -325          0        150          0        -25        -25          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.6       90.0        4.8        3.3        5.5        0.0        0.4        0.1        0.0        0.6        0.0:      0.0       0.0
Old  :     100.0:      89.6       90.0        4.8        3.3        5.5        0.0        0.4        0.1        0.0        0.6        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        11         15          .          .          .          0          .          .          0          .          0:
Old  :        28:        11         15          .          .          .          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 92.1       85.2       97.9       96.3       88.8       83.8       92.2       90.7
Old  :                 92.1       85.2       97.9       96.3       88.8       83.8       92.2       90.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BS
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    39,899:    31,519     29,409        705      4,655      3,525        950      1,650        250      1,805          0        325:      820        85
Old  :    39,899:    31,519     29,409        705      4,655      3,525        950      1,650        250      1,805          0        325:      820        85
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       379:       159        579        250       -130        -70          0          0          0         50          0          0:      -10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.0       73.7        1.8       11.7        8.8        2.4        4.1        0.6        4.5        0.0        0.8:      2.1       0.2
Old  :     100.0:      79.0       73.7        1.8       11.7        8.8        2.4        4.1        0.6        4.5        0.0        0.8:      2.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        18         18          .          .          .          .          .          .          .          0          .:
Old  :        27:        18         18          .          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       56.9       71.1       79.9       30.1       38.6       41.5       48.6
Old  :                 52.0       56.9       71.1       79.9       30.1       38.6       41.5       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BT
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    44,868:    25,540     34,693      5,080      3,160      3,620      6,903      1,300        690      2,670      1,200        205:      160         0
Old  :    44,868:    25,540     34,693      5,080      3,160      3,620      6,903      1,300        690      2,670      1,200        205:      160         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       294:       259        689       -100       -380        -20        180          0          0        -30          0          5:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.9       77.3       11.3        7.0        8.1       15.4        2.9        1.5        6.0        2.7        0.5:      0.4       0.0
Old  :     100.0:      56.9       77.3       11.3        7.0        8.1       15.4        2.9        1.5        6.0        2.7        0.5:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        21         20          .          .          .          5          .          .          4          .          .:
Old  :        35:        21         20          .          .          .          5          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       47.1       63.7       73.5       34.0       36.2       50.4       58.3
Old  :                 43.6       47.1       63.7       73.5       34.0       36.2       50.4       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BW
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    41,219:    21,944     37,831     18,836          0        272         10      1,305         50          0      1,317          3:      104       441
Old  :    41,219:    21,944     37,831     18,836          0        272         10      1,305         50          0      1,317          3:      104       441
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       -80:       -10        -87        -80          0         10          0         -3          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.2       91.8       45.7        0.0        0.7        0.0        3.2        0.1        0.0        3.2        0.0:      0.3       1.1
Old  :     100.0:      53.2       91.8       45.7        0.0        0.7        0.0        3.2        0.1        0.0        3.2        0.0:      0.3       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         13          4          0          .          .          .          .          0          .          .:
Old  :        25:        12         13          4          0          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.0       80.6       87.6       92.6       65.5       74.6       83.0       83.8
Old  :                 66.0       80.6       87.6       92.6       65.5       74.6       83.0       83.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BY
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    33,569:    26,876     29,826      3,503         40        943        591      2,445        270        868         25          0:      518        20
Old  :    33,569:    26,876     29,826      3,503         40        943        591      2,445        270        868         25          0:      518        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,405:     1,335      1,380         80          0          0         25          0          0        -25         25          0:      -10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.1       88.8       10.4        0.1        2.8        1.8        7.3        0.8        2.6        0.1        0.0:      1.5       0.1
Old  :     100.0:      80.1       88.8       10.4        0.1        2.8        1.8        7.3        0.8        2.6        0.1        0.0:      1.5       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        16         18          4          .          4          .          .          .          .          .          0:
Old  :        37:        16         18          4          .          4          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       57.6       75.8       79.9       49.9       52.5       66.5       72.2
Old  :                 59.0       57.6       75.8       79.9       49.9       52.5       66.5       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    22,407:    19,092     21,522      1,739         95        460          0        105        165        525          0          0:      426        60
Old  :    22,407:    19,092     21,522      1,739         95        460          0        105        165        525          0          0:      426        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,310:     1,200      1,310        110          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.2       96.1        7.8        0.4        2.1        0.0        0.5        0.7        2.3        0.0        0.0:      1.9       0.3
Old  :     100.0:      85.2       96.1        7.8        0.4        2.1        0.0        0.5        0.7        2.3        0.0        0.0:      1.9       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13         16          .          .          .          0          .          .          .          0          0:
Old  :        26:        13         16          .          .          .          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       68.1       84.3       88.5       63.8       67.7       79.1       86.2
Old  :                 67.1       68.1       84.3       88.5       63.8       67.7       79.1       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643C3
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    54,094:    47,100     32,752      3,656     12,426        858      1,110      7,772          0        949          0        198:      223        88
Old  :    54,094:    47,100     32,752      3,656     12,426        858      1,110      7,772          0        949          0        198:      223        88
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       411:     1,224        106     -1,295       -320        405        -78        262          0        102        -95         53:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.1       60.5        6.8       23.0        1.6        2.1       14.4        0.0        1.8        0.0        0.4:      0.4       0.2
Old  :     100.0:      87.1       60.5        6.8       23.0        1.6        2.1       14.4        0.0        1.8        0.0        0.4:      0.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        21         22          .          .          .          .          .          0          4          0          .:
Old  :        38:        21         22          .          .          .          .          .          0          4          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       58.8       77.4       77.6       49.7       57.2       62.5       68.6
Old  :                 59.3       58.8       77.4       77.6       49.7       57.2       62.5       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643C4
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    45,265:    39,925     27,130      4,016     13,677        693          0      3,515          0          0        115        105:      526        30
Old  :    45,265:    39,925     27,130      4,016     13,677        693          0      3,515          0          0        115        105:      526        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       209:       597        -43       -667          0        217          0         75          0          0        -80         40:       22         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.2       59.9        8.9       30.2        1.5        0.0        7.8        0.0        0.0        0.3        0.2:      1.2       0.1
Old  :     100.0:      88.2       59.9        8.9       30.2        1.5        0.0        7.8        0.0        0.0        0.3        0.2:      1.2       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        20         16          .          .          .          0          .          0          0          .          .:
Old  :        28:        20         16          .          .          .          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       65.2       78.2       86.8       48.4       61.7       65.8       74.5
Old  :                 54.3       65.2       78.2       86.8       48.4       61.7       65.8       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                      Code-0643CB
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    23,004:    11,226     19,702      6,170          0      2,775      2,350        284        225        100          0          0:      158        18
Old  :    23,004:    11,226     19,702      6,170          0      2,775      2,350        284        225        100          0          0:      158        18
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,751:       550      2,138       -349          0       -150      1,650       -237          0         50          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.8       85.6       26.8        0.0       12.1       10.2        1.2        1.0        0.4        0.0        0.0:      0.7       0.1
Old  :     100.0:      48.8       85.6       26.8        0.0       12.1       10.2        1.2        1.0        0.4        0.0        0.0:      0.7       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        11         13          .          0          .          .          .          .          .          0          0:
Old  :        26:        11         13          .          0          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.4       76.3       93.1       94.1       57.2       75.0       78.7       83.1
Old  :                 68.4       76.3       93.1       94.1       57.2       75.0       78.7       83.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                 Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    19,740:    12,035     16,815      4,540          0      1,925         50        950          0      1,075         50          0:      115         0
Old  :    19,740:    12,035     16,815      4,540          0      1,925         50        950          0      1,075         50          0:      115         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :      -250:      -300       -200        125          0        -75          0          0          0          0         25          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.0       85.2       23.0        0.0        9.8        0.3        4.8        0.0        5.4        0.3        0.0:      0.6       0.0
Old  :     100.0:      61.0       85.2       23.0        0.0        9.8        0.3        4.8        0.0        5.4        0.3        0.0:      0.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15          9          .          0          .          .          .          0          4          .          0:
Old  :        26:        15          9          .          0          .          .          .          0          4          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       86.2       83.8       97.9       56.4       80.8       71.3       83.5
Old  :                 63.9       86.2       83.8       97.9       56.4       80.8       71.3       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                    Code-0643CK
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    20,990:    13,535     16,870      5,275          0      1,120         50      2,900          0        775        100          0:      235         0
Old  :    20,990:    13,535     16,870      5,275          0      1,120         50      2,900          0        775        100          0:      235         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       280:        80       -195        350          0       -150          0        600          0          0         25          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.5       80.4       25.1        0.0        5.3        0.2       13.8        0.0        3.7        0.5        0.0:      1.1       0.0
Old  :     100.0:      64.5       80.4       25.1        0.0        5.3        0.2       13.8        0.0        3.7        0.5        0.0:      1.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16          8          .          0          .          .          .          0          .          .          0:
Old  :        26:        16          8          .          0          .          .          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.4       87.3       83.9       97.5       60.1       84.8       75.5       88.3
Old  :                 63.4       87.3       83.9       97.5       60.1       84.8       75.5       88.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                               Code-0643CN
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    22,115:    13,015     15,650      6,750      4,810      1,595          0          0          0         85          0          0:      670        60
Old  :    22,115:    13,015     15,650      6,750      4,810      1,595          0          0          0         85          0          0:      670        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       150:       150        150          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.9       70.8       30.5       21.7        7.2        0.0        0.0        0.0        0.4        0.0        0.0:      3.0       0.3
Old  :     100.0:      58.9       70.8       30.5       21.7        7.2        0.0        0.0        0.0        0.4        0.0        0.0:      3.0       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        10         13          .          .          .          0          0          0          .          0          0:
Old  :        22:        10         13          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.4       66.8       91.5       88.8       67.7       66.8       77.6       79.0
Old  :                 74.4       66.8       91.5       88.8       67.7       66.8       77.6       79.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    22,285:     8,431     17,205     11,365      3,855      1,050      1,000          0          0          0         75        100:      339         0
Old  :    22,285:     8,431     17,205     11,365      3,855      1,050      1,000          0          0          0         75        100:      339         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       225:       170        225         50          0          0          0          0          0          0          0          0:        5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.8       77.2       51.0       17.3        4.7        4.5        0.0        0.0        0.0        0.3        0.4:      1.5       0.0
Old  :     100.0:      37.8       77.2       51.0       17.3        4.7        4.5        0.0        0.0        0.0        0.3        0.4:      1.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        12          8          .          .          .          .          0          0          0          .          .:
Old  :        26:        12          8          .          .          .          .          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.6       72.7       89.7       93.9       71.7       68.3       81.8       85.7
Old  :                 75.6       72.7       89.7       93.9       71.7       68.3       81.8       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                          Code-0643D1
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,720:     6,796     12,695      7,735      3,055      1,845      1,000          0          0          0         25        100:      244         0
Old  :    17,720:     6,796     12,695      7,735      3,055      1,845      1,000          0          0          0         25        100:      244         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :        25:        20          0        -25          0         25          0          0          0          0          0          0:        5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.4       71.6       43.7       17.2       10.4        5.6        0.0        0.0        0.0        0.1        0.6:      1.4       0.0
Old  :     100.0:      38.4       71.6       43.7       17.2       10.4        5.6        0.0        0.0        0.0        0.1        0.6:      1.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12          7          .          .          .          .          0          0          0          .          .:
Old  :        24:        12          7          .          .          .          .          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.4       76.1       87.7       98.6       62.4       65.3       72.3       78.2
Old  :                 73.4       76.1       87.7       98.6       62.4       65.3       72.3       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                                                                                                       Code-0643D4
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    10,795:     7,215      4,595      1,000         70      1,655          0      3,775          0        600        525        125:      200        50
Old  :    10,795:     7,215      4,595      1,000         70      1,655          0      3,775          0        600        525        125:      200        50
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,220:       805        805          0       -600        415          0          0          0        -75        525         75:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.8       42.6        9.3        0.6       15.3        0.0       35.0        0.0        5.6        4.9        1.2:      1.9       0.5
Old  :     100.0:      66.8       42.6        9.3        0.6       15.3        0.0       35.0        0.0        5.6        4.9        1.2:      1.9       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         13          .          .          .          0          .          0          .          .          .:
Old  :        23:        12         13          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       66.5       83.1       88.1       48.7       59.8       63.4       68.4
Old  :                 59.9       66.5       83.1       88.1       48.7       59.8       63.4       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                            Code-0643D5
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :     7,625:     5,645      4,845        225        395        960          0        675          0        600        625         75:      120        50
Old  :     7,625:     5,645      4,845        225        395        960          0        675          0        600        625         75:      120        50
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,315:     1,000      1,000          0       -600        315          0          0          0          0        600          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       63.5        3.0        5.2       12.6        0.0        8.9        0.0        7.9        8.2        1.0:      1.6       0.7
Old  :     100.0:      74.0       63.5        3.0        5.2       12.6        0.0        8.9        0.0        7.9        8.2        1.0:      1.6       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         13          .          .          .          0          .          0          .          .          .:
Old  :        23:        12         13          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       53.0       82.4       83.1       50.3       49.3       62.3       67.0
Old  :                 54.2       53.0       82.4       83.1       50.3       49.3       62.3       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                Code-0643D7
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    39,606:    25,597     33,185     11,015          0      1,285      1,000         75          0        200      5,025          0:      509        36
Old  :    39,606:    25,597     33,185     11,015          0      1,285      1,000         75          0        200      5,025          0:      509        36
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       205:       425        675        100          0       -320          0          0          0          0       -150          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.6       83.8       27.8        0.0        3.2        2.5        0.2        0.0        0.5       12.7        0.0:      1.3       0.1
Old  :     100.0:      64.6       83.8       27.8        0.0        3.2        2.5        0.2        0.0        0.5       12.7        0.0:      1.3       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         12          .          0          .          .          .          0          .          .          0:
Old  :        28:        15         12          .          0          .          .          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       91.1       80.8       98.2       56.5       90.4       77.4       95.0
Old  :                 59.3       91.1       80.8       98.2       56.5       90.4       77.4       95.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    39,460:    26,422     32,690      9,775         82      1,552      1,000         75          0        200      5,025          0:      511        36
Old  :    39,460:    26,422     32,690      9,775         82      1,552      1,000         75          0        200      5,025          0:      511        36
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       460:       500        750        100          0       -140          0          0          0          0       -150          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.0       82.8       24.8        0.2        3.9        2.5        0.2        0.0        0.5       12.7        0.0:      1.3       0.1
Old  :     100.0:      67.0       82.8       24.8        0.2        3.9        2.5        0.2        0.0        0.5       12.7        0.0:      1.3       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        15         12          .          .          .          .          .          0          .          .          0:
Old  :        29:        15         12          .          .          .          .          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.8       91.5       79.9       97.6       54.5       90.8       76.1       94.2
Old  :                 57.8       91.5       79.9       97.6       54.5       90.8       76.1       94.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643DB
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   106,853:    76,906     71,824     14,940     27,205      3,181      1,000      1,520      1,150      8,031        309      1,409:      236       255
Old  :   106,853:    76,906     71,824     14,940     27,205      3,181      1,000      1,520      1,150      8,031        309      1,409:      236       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     2,550:     1,800        597          0      1,733        250          0          0          0        530          0        -30:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.0       67.2       14.0       25.5        3.0        0.9        1.4        1.1        7.5        0.3        1.3:      0.2       0.2
Old  :     100.0:      72.0       67.2       14.0       25.5        3.0        0.9        1.4        1.1        7.5        0.3        1.3:      0.2       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        28         24          .          4          4          .          .          .          6          .          4:
Old  :        49:        28         24          .          4          4          .          .          .          6          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       54.9       61.2       77.2       38.4       46.3       56.5       61.8
Old  :                 40.3       54.9       61.2       77.2       38.4       46.3       56.5       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DC
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :352 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   128,121:    92,743     86,746     17,180     35,206      1,877      5,850      2,310        600      8,682        383        964:      225        35
Old  :   128,121:    92,743     86,746     17,180     35,206      1,877      5,850      2,310        600      8,682        383        964:      225        35
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     3,267:     2,257      1,333          0      2,039        -65        650          0        -50        480          0         -5:        0        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.4       67.7       13.4       27.5        1.5        4.6        1.8        0.5        6.8        0.3        0.8:      0.2       0.0
Old  :     100.0:      72.4       67.7       13.4       27.5        1.5        4.6        1.8        0.5        6.8        0.3        0.8:      0.2       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        30         27          .          5          4          .          .          .          7          .          4:
Old  :        55:        30         27          .          5          4          .          .          .          7          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       53.7       59.3       79.3       36.7       51.0       56.4       68.3
Old  :                 38.3       53.7       59.3       79.3       36.7       51.0       56.4       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                            Code-0643DF
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   271,234:   197,358    185,076      5,155      8,705     22,132     19,009     26,805      8,177      9,722     11,319      8,998:      683        22
Old  :   271,234:   197,358    185,076      5,155      8,705     22,132     19,009     26,805      8,177      9,722     11,319      8,998:      683        22
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     2,723:    -1,482      2,541      2,252        699     -1,121        845       -736        277      1,277        420        646:       29        -3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.8       68.2        1.9        3.2        8.2        7.0        9.9        3.0        3.6        4.2        3.3:      0.3       0.0
Old  :     100.0:      72.8       68.2        1.9        3.2        8.2        7.0        9.9        3.0        3.6        4.2        3.3:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        86:        36         39          4          4          5          9          7          6         14          7         11:
Old  :        86:        36         39          4          4          5          9          7          6         14          7         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       44.0       54.8       59.3       27.6       35.2       39.4       45.6
Old  :                 34.5       44.0       54.8       59.3       27.6       35.2       39.4       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DL
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    32,017:    22,361     29,481      4,847          0      2,056        580        200        175      1,723        100          0:      275         5
Old  :    32,017:    22,361     29,481      4,847          0      2,056        580        200        175      1,723        100          0:      275         5
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,065:     1,015      1,065         50          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.8       92.1       15.1        0.0        6.4        1.8        0.6        0.5        5.4        0.3        0.0:      0.9       0.0
Old  :     100.0:      69.8       92.1       15.1        0.0        6.4        1.8        0.6        0.5        5.4        0.3        0.0:      0.9       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        18          8          .          0          .          .          .          .          .          .          0:
Old  :        25:        18          8          .          0          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       92.7       74.2       98.1       46.4       85.8       66.8       86.1
Old  :                 49.3       92.7       74.2       98.1       46.4       85.8       66.8       86.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643DM
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    30,708:    21,125     28,055      5,657          0      1,498          0        355        695      1,358          0        100:      275         5
Old  :    30,708:    21,125     28,055      5,657          0      1,498          0        355        695      1,358          0        100:      275         5
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,200:     1,200      1,200          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.8       91.4       18.4        0.0        4.9        0.0        1.2        2.3        4.4        0.0        0.3:      0.9       0.0
Old  :     100.0:      68.8       91.4       18.4        0.0        4.9        0.0        1.2        2.3        4.4        0.0        0.3:      0.9       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        17          8          .          0          .          0          .          .          .          0          .:
Old  :        24:        17          8          .          0          .          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       90.3       77.4       97.7       47.9       85.1       71.7       85.6
Old  :                 52.8       90.3       77.4       97.7       47.9       85.1       71.7       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                                                                                                   Code-064BFI
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    16,582:     7,190     11,827      4,982      1,670      1,000      1,350        100        100         50          0          0:    1,910     1,885
Old  :    16,582:     7,190     11,827      4,982      1,670      1,000      1,350        100        100         50          0          0:    1,910     1,885
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       320:        20        380        360          0        -60          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.4       71.3       30.0       10.1        6.0        8.1        0.6        0.6        0.3        0.0        0.0:     11.5      11.4
Old  :     100.0:      43.4       71.3       30.0       10.1        6.0        8.1        0.6        0.6        0.3        0.0        0.0:     11.5      11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9         11          .          .          .          .          .          .          .          0          0:
Old  :        20:         9         11          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.4       44.5       85.3       71.4       64.6       42.4       70.0       60.8
Old  :                 69.4       44.5       85.3       71.4       64.6       42.4       70.0       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                                                                                                  Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    13,900:     4,175     11,485      6,165        425        415      1,200         75        175        450          0          0:    1,320     1,325
Old  :    13,900:     4,175     11,485      6,165        425        415      1,200         75        175        450          0          0:    1,320     1,325
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.0       82.6       44.4        3.1        3.0        8.6        0.5        1.3        3.2        0.0        0.0:      9.5       9.5
Old  :     100.0:      30.0       82.6       44.4        3.1        3.0        8.6        0.5        1.3        3.2        0.0        0.0:      9.5       9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         8         12          .          .          .          .          .          .          .          0          0:
Old  :        20:         8         12          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.1       46.5       86.2       73.6       67.6       45.9       75.5       65.6
Old  :                 71.1       46.5       86.2       73.6       67.6       45.9       75.5       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064DLW
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    50,769:    15,151     24,696     15,185     14,095          0     13,145          0        275        575      5,250        625:    5,813     5,828
Old  :    50,769:    15,151     24,696     15,185     14,095          0     13,145          0        275        575      5,250        625:    5,813     5,828
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       286:       203       -544          0        420          0       -180          0          0          0        170          0:      263       240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.8       48.6       29.9       27.8        0.0       25.9        0.0        0.5        1.1       10.3        1.2:     11.4      11.5
Old  :     100.0:      29.8       48.6       29.9       27.8        0.0       25.9        0.0        0.5        1.1       10.3        1.2:     11.4      11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         19          .          .          0          .          0          .          .          .          .:
Old  :        27:        16         19          .          .          0          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.2       51.2       77.6       70.4       64.0       50.3       72.2       68.1
Old  :                 66.2       51.2       77.6       70.4       64.0       50.3       72.2       68.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064DLX
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    48,153:    14,223     22,706     13,985     14,075          0     13,315          0        175        575      5,250        625:    5,255     5,322
Old  :    48,153:    14,223     22,706     13,985     14,075          0     13,315          0        175        575      5,250        625:    5,255     5,322
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       600:       490       -280          0        420          0       -180          0          0          0        170          0:      290       290
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.5       47.2       29.0       29.2        0.0       27.7        0.0        0.4        1.2       10.9        1.3:     10.9      11.1
Old  :     100.0:      29.5       47.2       29.0       29.2        0.0       27.7        0.0        0.4        1.2       10.9        1.3:     10.9      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        14         19          .          .          0          .          0          .          .          .          .:
Old  :        27:        14         19          .          .          0          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       53.5       79.5       73.0       64.6       52.9       73.9       70.4
Old  :                 67.1       53.5       79.5       73.0       64.6       52.9       73.9       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    21,920:    15,540      6,730        100        835      2,435          0      8,835         50        565         25         35:    3,195     2,975
Old  :    21,920:    15,540      6,730        100        835      2,435          0      8,835         50        565         25         35:    3,195     2,975
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       300:       300        300          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.9       30.7        0.5        3.8       11.1        0.0       40.3        0.2        2.6        0.1        0.2:     14.6      13.6
Old  :     100.0:      70.9       30.7        0.5        3.8       11.1        0.0       40.3        0.2        2.6        0.1        0.2:     14.6      13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        14          9          .          .          .          0          .          .          .          .          .:
Old  :        25:        14          9          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       68.5       69.5       82.2       45.0       61.4       62.8       71.1
Old  :                 46.9       68.5       69.5       82.2       45.0       61.4       62.8       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064DPR
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    20,965:    14,405      6,620        635          0      2,770         50      8,635          0          0         60          0:    3,105     2,880
Old  :    20,965:    14,405      6,620        635          0      2,770         50      8,635          0          0         60          0:    3,105     2,880
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       300:       300        300          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.7       31.6        3.0        0.0       13.2        0.2       41.2        0.0        0.0        0.3        0.0:     14.8      13.7
Old  :     100.0:      68.7       31.6        3.0        0.0       13.2        0.2       41.2        0.0        0.0        0.3        0.0:     14.8      13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15         10          .          0          .          .          .          0          0          .          0:
Old  :        25:        15         10          .          0          .          .          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       69.2       71.2       83.5       42.8       64.1       59.7       69.5
Old  :                 49.8       69.2       71.2       83.5       42.8       64.1       59.7       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064ERM
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    28,581:    12,036     22,191      1,930      1,665        730     10,750          0          0          0        600          0:    3,135     3,395
Old  :    28,581:    12,036     22,191      1,930      1,665        730     10,750          0          0          0        600          0:    3,135     3,395
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :     1,030:       620      1,050        150          0          0        300          0          0          0          0          0:      -40       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.1       77.6        6.8        5.8        2.6       37.6        0.0        0.0        0.0        2.1        0.0:     11.0      11.9
Old  :     100.0:      42.1       77.6        6.8        5.8        2.6       37.6        0.0        0.0        0.0        2.1        0.0:     11.0      11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         12          .          .          .          .          0          0          0          .          0:
Old  :        23:        11         12          .          .          .          .          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.1       65.9       85.3       78.3       70.9       63.6       80.1       74.3
Old  :                 71.1       65.9       85.3       78.3       70.9       63.6       80.1       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064ERN
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,689:     8,669     17,734      1,035        865        855      9,725          0          0          0        600          0:    3,405     3,635
Old  :    23,689:     8,669     17,734      1,035        865        855      9,725          0          0          0        600          0:    3,405     3,635
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       350:         0        300          0          0          0        300          0          0          0          0          0:       50        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.6       74.9        4.4        3.7        3.6       41.1        0.0        0.0        0.0        2.5        0.0:     14.4      15.3
Old  :     100.0:      36.6       74.9        4.4        3.7        3.6       41.1        0.0        0.0        0.0        2.5        0.0:     14.4      15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         8         11          .          .          .          .          0          0          0          .          0:
Old  :        20:         8         11          .          .          .          .          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.3       64.3       83.7       77.6       74.5       60.6       79.4       73.2
Old  :                 75.3       64.3       83.7       77.6       74.5       60.6       79.4       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EUY
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    38,215:    14,080     33,090     15,285          0      1,275      5,130          0         25          0      1,585          0:    2,420     2,240
Old  :    38,215:    14,080     33,090     15,285          0      1,275      5,130          0         25          0      1,585          0:    2,420     2,240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       290:       155        280        300          0          0        -20          0          0          0          0          0:     -145        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.8       86.6       40.0        0.0        3.3       13.4        0.0        0.1        0.0        4.1        0.0:      6.3       5.9
Old  :     100.0:      36.8       86.6       40.0        0.0        3.3       13.4        0.0        0.1        0.0        4.1        0.0:      6.3       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        14          9          .          0          .          .          0          .          0          .          0:
Old  :        27:        14          9          .          0          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       83.5       78.9       92.0       59.5       83.2       77.1       90.1
Old  :                 60.9       83.5       78.9       92.0       59.5       83.2       77.1       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    34,335:    12,410     29,770     13,685          0        875      5,080          0         25          0      1,585          0:    2,260     2,080
Old  :    34,335:    12,410     29,770     13,685          0        875      5,080          0         25          0      1,585          0:    2,260     2,080
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :        25:       190         15          0          0          0        -20          0          0          0          0          0:     -145        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.1       86.7       39.9        0.0        2.5       14.8        0.0        0.1        0.0        4.6        0.0:      6.6       6.1
Old  :     100.0:      36.1       86.7       39.9        0.0        2.5       14.8        0.0        0.1        0.0        4.6        0.0:      6.6       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        14          9          .          0          .          .          0          .          0          .          0:
Old  :        27:        14          9          .          0          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.7       82.7       78.7       92.0       60.2       82.4       76.5       90.7
Old  :                 61.7       82.7       78.7       92.0       60.2       82.4       76.5       90.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                                                                                                          Code-064EVG
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    14,515:    12,105      4,010        400      4,995        305          0      3,275          0          0        500          0:    1,705     1,430
Old  :    14,515:    12,105      4,010        400      4,995        305          0      3,275          0          0        500          0:    1,705     1,430
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       270:       250         20          0        250          0          0          0          0          0          0          0:       20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.4       27.6        2.8       34.4        2.1        0.0       22.6        0.0        0.0        3.4        0.0:     11.7       9.9
Old  :     100.0:      83.4       27.6        2.8       34.4        2.1        0.0       22.6        0.0        0.0        3.4        0.0:     11.7       9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        13          8          .          .          .          0          .          0          0          .          0:
Old  :        21:        13          8          .          .          .          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.0       71.9       83.8       86.3       68.0       65.6       74.9       75.4
Old  :                 72.0       71.9       83.8       86.3       68.0       65.6       74.9       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                                                                                                         Code-064EVH
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    13,020:    10,180      3,685        400      3,795        805          0      3,255          0          0        100          0:    1,635     1,380
Old  :    13,020:    10,180      3,685        400      3,795        805          0      3,255          0          0        100          0:    1,635     1,380
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       270:       250          0          0        250          0          0          0          0          0          0          0:       20        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.2       28.3        3.1       29.1        6.2        0.0       25.0        0.0        0.0        0.8        0.0:     12.6      10.6
Old  :     100.0:      78.2       28.3        3.1       29.1        6.2        0.0       25.0        0.0        0.0        0.8        0.0:     12.6      10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        13          7          .          .          .          0          .          0          0          .          0:
Old  :        20:        13          7          .          .          .          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       76.3       81.3       87.1       63.6       65.6       72.3       75.1
Old  :                 65.6       76.3       81.3       87.1       63.6       65.6       72.3       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064EWU
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    26,540:    22,310     10,210          0     14,240        300      1,295        220        500        870          0        295:      970       775
Old  :    26,540:    22,310     10,210          0     14,240        300      1,295        220        500        870          0        295:      970       775
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :        50:       430          0          0         50          0          0          0          0       -380          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.1       38.5        0.0       53.7        1.1        4.9        0.8        1.9        3.3        0.0        1.1:      3.7       2.9
Old  :     100.0:      84.1       38.5        0.0       53.7        1.1        4.9        0.8        1.9        3.3        0.0        1.1:      3.7       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        18         15          0          .          .          .          .          .          .          0          .:
Old  :        29:        18         15          0          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.1       72.1       79.5       86.6       57.5       69.5       71.3       82.0
Old  :                 64.1       72.1       79.5       86.6       57.5       69.5       71.3       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064EWV
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    25,220:    20,560      8,395          0     14,795        300      1,295        120        500        880          0        285:    1,400       825
Old  :    25,220:    20,560      8,395          0     14,795        300      1,295        120        500        880          0        285:    1,400       825
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :        50:       430          0          0         50          0          0          0          0       -380          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.5       33.3        0.0       58.7        1.2        5.1        0.5        2.0        3.5        0.0        1.1:      5.6       3.3
Old  :     100.0:      81.5       33.3        0.0       58.7        1.2        5.1        0.5        2.0        3.5        0.0        1.1:      5.6       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        18         15          0          .          .          .          .          .          .          0          .:
Old  :        29:        18         15          0          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.6       75.9       78.4       88.0       60.3       74.7       73.9       84.0
Old  :                 62.6       75.9       78.4       88.0       60.3       74.7       73.9       84.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EXE
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    37,170:    26,855     10,130          0     23,795          0      6,835        300        365      2,160      1,650          0:      955       930
Old  :    37,170:    26,855     10,130          0     23,795          0      6,835        300        365      2,160      1,650          0:      955       930
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :        60:       120         20          0         80          0        -40          0          0          0          0          0:      -20       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.2       27.3        0.0       64.0        0.0       18.4        0.8        1.0        5.8        4.4        0.0:      2.6       2.5
Old  :     100.0:      72.2       27.3        0.0       64.0        0.0       18.4        0.8        1.0        5.8        4.4        0.0:      2.6       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15          7          0          .          0          .          .          .          .          .          0:
Old  :        26:        15          7          0          .          0          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.6       80.7       83.9       94.8       62.6       80.0       81.0       91.0
Old  :                 63.6       80.7       83.9       94.8       62.6       80.0       81.0       91.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EXF
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    33,940:    23,340     12,835          0     17,695          0      7,105        350          0      2,060      1,650          0:    1,435     1,410
Old  :    33,940:    23,340     12,835          0     17,695          0      7,105        350          0      2,060      1,650          0:    1,435     1,410
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       580:         0         20          0        560          0        560          0          0          0          0          0:       20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.8       37.8        0.0       52.1        0.0       20.9        1.0        0.0        6.1        4.9        0.0:      4.2       4.2
Old  :     100.0:      68.8       37.8        0.0       52.1        0.0       20.9        1.0        0.0        6.1        4.9        0.0:      4.2       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        14          8          0          .          0          .          .          0          .          .          0:
Old  :        25:        14          8          0          .          0          .          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.2       75.0       82.7       93.0       61.9       74.1       81.1       88.7
Old  :                 62.2       75.0       82.7       93.0       61.9       74.1       81.1       88.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                                                                    Code-064FHK
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    98,920:    37,040     86,965     42,440          0        200      7,585          5      2,870      2,070      2,160         20:    6,695     6,700
Old  :    98,920:    37,040     86,965     42,440          0        200      7,585          5      2,870      2,070      2,160         20:    6,695     6,700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       730:       635      1,000       -170          0        200         40        -70         40        -50       -475          0:       35        35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.4       87.9       42.9        0.0        0.2        7.7        0.0        2.9        2.1        2.2        0.0:      6.8       6.8
Old  :     100.0:      37.4       87.9       42.9        0.0        0.2        7.7        0.0        2.9        2.1        2.2        0.0:      6.8       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        15         25          .          0          .          .          .          .          .          .          .:
Old  :        40:        15         25          .          0          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       56.7       80.0       72.0       61.3       56.4       74.2       70.0
Old  :                 64.8       56.7       80.0       72.0       61.3       56.4       74.2       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                                                                   Code-064FHL
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    90,455:    36,500     78,010     34,695          0        175      6,860        240      2,270      2,260      2,060          0:    7,695     7,700
Old  :    90,455:    36,500     78,010     34,695          0        175      6,860        240      2,270      2,260      2,060          0:    7,695     7,700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       750:       675        920        310          0        175       -560        -70         30        -50       -475          0:      170       170
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.4       86.2       38.4        0.0        0.2        7.6        0.3        2.5        2.5        2.3        0.0:      8.5       8.5
Old  :     100.0:      40.4       86.2       38.4        0.0        0.2        7.6        0.3        2.5        2.5        2.3        0.0:      8.5       8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        15         24          .          0          .          .          .          .          .          .          0:
Old  :        39:        15         24          .          0          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       52.9       78.3       68.6       60.7       52.6       74.4       68.3
Old  :                 62.0       52.9       78.3       68.6       60.7       52.6       74.4       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKA
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    28,800:    13,465     15,135      7,140      3,505      3,205          0      3,670        350      2,525      1,000        200:    1,915     1,735
Old  :    28,800:    13,465     15,135      7,140      3,505      3,205          0      3,670        350      2,525      1,000        200:    1,915     1,735
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.8       52.6       24.8       12.2       11.1        0.0       12.7        1.2        8.8        3.5        0.7:      6.6       6.0
Old  :     100.0:      46.8       52.6       24.8       12.2       11.1        0.0       12.7        1.2        8.8        3.5        0.7:      6.6       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        14         16          .          .          .          0          .          .          .          .          .:
Old  :        28:        14         16          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       44.5       83.0       67.5       57.8       39.8       70.2       57.5
Old  :                 68.3       44.5       83.0       67.5       57.8       39.8       70.2       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKB
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,275:     9,745     13,380      5,900      4,125      3,865        180        175         70      2,975      1,300          0:      540       360
Old  :    23,275:     9,745     13,380      5,900      4,125      3,865        180        175         70      2,975      1,300          0:      540       360
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :        25:        25        -75          0          0          0          0          0          0          0        100          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.9       57.5       25.3       17.7       16.6        0.8        0.8        0.3       12.8        5.6        0.0:      2.3       1.5
Old  :     100.0:      41.9       57.5       25.3       17.7       16.6        0.8        0.8        0.3       12.8        5.6        0.0:      2.3       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         13          .          .          .          .          .          .          .          .          0:
Old  :        25:        12         13          .          .          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.8       54.4       92.6       75.9       58.2       40.3       63.4       57.8
Old  :                 82.8       54.4       92.6       75.9       58.2       40.3       63.4       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                                                                    Code-064FKE
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    50,730:    33,515     32,105          0      1,190      7,335        380          0      1,180          0        600        100:    8,220     8,220
Old  :    50,730:    33,515     32,105          0      1,190      7,335        380          0      1,180          0        600        100:    8,220     8,220
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       630:       380        540       -340       -125        135         80       -295        145          0          0          0:      230       230
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.1       63.3        0.0        2.3       14.5        0.7        0.0        2.3        0.0        1.2        0.2:     16.2      16.2
Old  :     100.0:      66.1       63.3        0.0        2.3       14.5        0.7        0.0        2.3        0.0        1.2        0.2:     16.2      16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        18         20          0          .          .          .          0          .          0          .          .:
Old  :        30:        18         20          0          .          .          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       38.9       75.0       57.0       48.4       25.5       50.7       38.4
Old  :                 60.3       38.9       75.0       57.0       48.4       25.5       50.7       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                                                                   Code-064FKF
Disaggregated Commitments of Traders - Futures Only, May 15, 2018                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    38,760:    20,420     20,585          0      1,905      5,460      2,330          0          0          0        400        100:   10,450    10,310
Old  :    38,760:    20,420     20,585          0      1,905      5,460      2,330          0          0          0        400        100:   10,450    10,310
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2018                                                                      :
     :       515:       200        200       -215        160         15        375          0          0          0          0          0:      140       140
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.7       53.1        0.0        4.9       14.1        6.0        0.0        0.0        0.0        1.0        0.3:     27.0      26.6
Old  :     100.0:      52.7       53.1        0.0        4.9       14.1        6.0        0.0        0.0        0.0        1.0        0.3:     27.0      26.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         18          0          .          .          .          0          0          0          .          .:
Old  :        26:        14         18          0          .          .          .          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       37.3       65.3       54.5       43.7       24.1       44.7       36.6
Old  :                 49.1       37.3       65.3       54.5       43.7       24.1       44.7       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 18, 2018