Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                :
CFTC Code #024656                                                    Open Interest is    39,780                :
: Positions                                                                                                    :
:   12,823    20,237     6,914       533        65     1,109     7,248     2,358    11,853     4,424     3,580 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:     -306        84       217         0      -107        64      -165       206       289       136       -91 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.2      50.9      17.4       1.3       0.2       2.8      18.2       5.9      29.8      11.1       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       14        11         4         .         .         .         4         4         7         7         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #024658                                                    Open Interest is     4,609                :
: Positions                                                                                                    :
:    2,095     2,579       183       304       139       265        55        30     1,237       829       341 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      119       224        39        15         0         5         0         0       205         5       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.5      56.0       4.0       6.6       3.0       5.7       1.2       0.7      26.8      18.0       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        5         6         .         .         .         .         .         .         7         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                        :
CFTC Code #064363                                                    Open Interest is    44,417                :
: Positions                                                                                                    :
:   27,294    31,569     1,059     4,077     5,255     8,310        42         0     1,326     2,895        87 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:        0         0         0         0         0         0         0         0       -21         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      71.1       2.4       9.2      11.8      18.7       0.1       0.0       3.0       6.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       24        25         .         .         .         .         .         0         5         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    46,506                :
: Positions                                                                                                    :
:   36,136    38,658     1,350     1,650     4,435       400       843       325     3,500       225       350 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      605       485       240       220       700         0       -25         0      -175        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      83.1       2.9       3.5       9.5       0.9       1.8       0.7       7.5       0.5       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        17         .         .         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is    23,971                :
: Positions                                                                                                    :
:   21,041    15,439        25     5,597     1,130       100         0         0     1,020     1,150       655 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      375       800         0       475       -25         0         0         0       775      -125       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      64.4       0.1      23.3       4.7       0.4       0.0       0.0       4.3       4.8       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        15         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                             :
CFTC Code #064394                                                    Open Interest is   164,639                :
: Positions                                                                                                    :
:  133,084   116,234     6,355    11,675    10,811     7,735    16,487     1,270     2,468     5,219     2,649 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:   -1,433      -962    -1,000        91       475       550      -630        30       110      -270        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      70.6       3.9       7.1       6.6       4.7      10.0       0.8       1.5       3.2       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       31        31         4         .         4         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    55,134                :
: Positions                                                                                                    :
:   36,701    30,781    14,572    13,206     2,333       457     6,088       476       175     1,950       300 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      -85      -535       150         0        50      -325        50       -25         0       225        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      55.8      26.4      24.0       4.2       0.8      11.0       0.9       0.3       3.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        16         .         .         .         .         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                         :
CFTC Code #064396                                                    Open Interest is    32,595                :
: Positions                                                                                                    :
:   28,350    20,660     3,630    11,595       290       150         0         0       150        25        25 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      63.4      11.1      35.6       0.9       0.5       0.0       0.0       0.5       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        11         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                     :
CFTC Code #06439A                                                    Open Interest is    47,470                :
: Positions                                                                                                    :
:   32,989    36,825     5,520     5,230     3,330     3,050     1,050         0     1,850       300       565 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      470     1,030      -100         0         0         0      -700         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      77.6      11.6      11.0       7.0       6.4       2.2       0.0       3.9       0.6       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        25         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV   800MWh                                                 :
CFTC Code #06439B                                                    Open Interest is    77,406                :
: Positions                                                                                                    :
:   48,340    53,666     5,116    10,280     8,685    12,060     2,905       800     1,674       450       446 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:     -210      -640       -40       160        10       325       400         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.4      69.3       6.6      13.3      11.2      15.6       3.8       1.0       2.2       0.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        27         .         .         4         .         4         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    69,904                :
: Positions                                                                                                    :
:   47,063    49,744    16,925    16,450     1,270       600       770        45     2,335       170     1,190 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:    1,555     1,985       600       120      -420         0       100         0        50         0       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      71.2      24.2      23.5       1.8       0.9       1.1       0.1       3.3       0.2       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        23         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is   103,147                :
: Positions                                                                                                    :
:   69,319    64,258    25,595    35,029     2,650     1,000         0         0     3,050       170       890 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:    2,057     3,350       600      -280      -340       400         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      62.3      24.8      34.0       2.6       1.0       0.0       0.0       3.0       0.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        24         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439K                                                    Open Interest is    30,045                :
: Positions                                                                                                    :
:   22,220    26,150     3,860         0     3,520       300         0         0       125       130        20 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      135       105       -25         0        10         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      87.0      12.8       0.0      11.7       1.0       0.0       0.0       0.4       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        15         4         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                  :
CFTC Code #06439L                                                    Open Interest is    29,150                :
: Positions                                                                                                    :
:   23,170    22,770       285     1,410     4,275         0       300         0     1,150         0         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:     -130       -10         0         0         0         0         0         0       120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      78.1       1.0       4.8      14.7       0.0       1.0       0.0       3.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        15         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                               :
CFTC Code #06439N                                                    Open Interest is    11,630                :
: Positions                                                                                                    :
:   10,455     9,780        50       750       200       225         0        50       650       850         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      500         0         0         0         0         0         0         0         0       500         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      84.1       0.4       6.4       1.7       1.9       0.0       0.4       5.6       7.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         7         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                                 :
CFTC Code #06439R                                                    Open Interest is    48,331                :
: Positions                                                                                                    :
:   26,642    32,372       450     6,285     4,124     5,296       161       541     7,261       763     3,588 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:     -112       408         0      -340       693       -28         0        28       202       -25       203 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      67.0       0.9      13.0       8.5      11.0       0.3       1.1      15.0       1.6       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       22        25         .         .         .         6         .         5        10         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643A8                                                    Open Interest is     9,815                :
: Positions                                                                                                    :
:    6,815     5,745       312       950     1,310         0         0         0       200       570       800 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      58.5       3.2       9.7      13.3       0.0       0.0       0.0       2.0       5.8       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        11         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    40,358                :
: Positions                                                                                                    :
:   31,258    36,083     5,080         0     3,495       300       600         0       225       125         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:       80        80         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      89.4      12.6       0.0       8.7       0.7       1.5       0.0       0.6       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       24        21         4         0         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #0643B3                                                    Open Interest is    42,675                :
: Positions                                                                                                    :
:   36,505    29,559       850     9,540       640     2,500     1,236        70       970     1,130       500 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:     -260       255         0         0         0        70      -250         0       195         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      69.3       2.0      22.4       1.5       5.9       2.9       0.2       2.3       2.6       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        20         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BC                                                    Open Interest is    50,151                :
: Positions                                                                                                    :
:   39,614    39,813     6,509     8,495       175     1,700         0         0     1,015       300       585 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:    2,604     3,104       120       480         0     1,000         0         0       -45       -15       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      79.4      13.0      16.9       0.3       3.4       0.0       0.0       2.0       0.6       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        14         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643BE                                                    Open Interest is    57,316                :
: Positions                                                                                                    :
:   46,165    44,038     6,078     8,455       945     1,500         0         0     1,535     2,600       550 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:    2,640     3,020       120       440         0     1,200         0         0       -80       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      76.8      10.6      14.8       1.6       2.6       0.0       0.0       2.7       4.5       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        15         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643BF                                                    Open Interest is    79,229                :
: Positions                                                                                                    :
:   67,189    70,583     8,686     4,597     2,106         0       400         0         0       485     1,058 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      527       429       880       295        85         0         0         0      -558       155       289 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      89.1      11.0       5.8       2.7       0.0       0.5       0.0       0.0       0.6       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        23         .         .         4         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                      :
CFTC Code #0643BG                                                    Open Interest is   117,852                :
: Positions                                                                                                    :
:   98,175   100,508    12,202     7,790     2,068         0     2,790       125     2,781     2,265     2,296 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      910       506     1,449     1,695      -624         0     1,085       -10       845      -170        98 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      85.3      10.4       6.6       1.8       0.0       2.4       0.1       2.4       1.9       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       23        23         .         .         .         0         6         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    51,845                :
: Positions                                                                                                    :
:   45,574    47,980     3,266       835     2,780         0       200        25       200        25         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      300         0      -300         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      92.5       6.3       1.6       5.4       0.0       0.4       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        13         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                          :
CFTC Code #0643BS                                                    Open Interest is    40,178                :
: Positions                                                                                                    :
:   32,133    28,918       180     4,245     3,915       950     2,525       250     1,730         0       250 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      964       329        30      -370       370         0     1,000         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      72.0       0.4      10.6       9.7       2.4       6.3       0.6       4.3       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        17         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    43,842                :
: Positions                                                                                                    :
:   26,089    31,934     4,550     2,780     3,830     5,427     3,600       570     2,910     1,100         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:    1,568       380       300         0      -100      -581     1,200       -60       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.5      72.8      10.4       6.3       8.7      12.4       8.2       1.3       6.6       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        20         .         .         .         5         .         .         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is    39,493                :
: Positions                                                                                                    :
:   21,652    36,356    17,393         0       277        20     1,205        50         0     1,183         2 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      260       470       112         0         0        10         0         0         0       -98         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      92.1      44.0       0.0       0.7       0.1       3.1       0.1       0.0       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        12         4         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643BX                                                    Open Interest is    32,374                :
: Positions                                                                                                    :
:   16,955    28,989    14,179        70     1,180         0     1,435         0         0       270         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      270         0         0         0         0         0         0         0         0       270         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      89.5      43.8       0.2       3.6       0.0       4.4       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         9         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    34,388                :
: Positions                                                                                                    :
:   28,346    31,473     3,861       110       910        96     1,750        40       769        25        60 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      455       720       -95         0         0         0      -530        30        20         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      91.5      11.2       0.3       2.6       0.3       5.1       0.1       2.2       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        17         4         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                       :
CFTC Code #0643BZ                                                    Open Interest is    22,749                :
: Positions                                                                                                    :
:   19,220    21,765     1,871        10       644         0       145       125       500         0         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      240       240         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      95.7       8.2       0.0       2.8       0.0       0.6       0.5       2.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        17         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643C3                                                    Open Interest is    51,511                :
: Positions                                                                                                    :
:   45,211    31,503     4,022    11,937       877       510     6,952        10       696        75        90 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      262       437        24      -175       -20      -400      -494         0      -108        10         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      61.2       7.8      23.2       1.7       1.0      13.5       0.0       1.4       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        21         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643C4                                                    Open Interest is    41,911                :
: Positions                                                                                                    :
:   36,445    24,868     4,329    13,340       535         0     2,930         0        92        30       160 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:   -1,382      -977       190       185      -133         0      -350         0        52         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      59.3      10.3      31.8       1.3       0.0       7.0       0.0       0.2       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       21        16         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    22,116                :
: Positions                                                                                                    :
:   10,340    18,768     6,258         0     2,775     2,375       530        25        75         0         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:       50       350       300         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.8      84.9      28.3       0.0      12.5      10.7       2.4       0.1       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        13         .         0         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                        :
CFTC Code #0643CJ                                                    Open Interest is    18,415                :
: Positions                                                                                                    :
:   12,025    15,415     3,675         0     1,750         0       950         0       870       300         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      500         0      -300         0        50         0         0         0         0       200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      83.7      20.0       0.0       9.5       0.0       5.2       0.0       4.7       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         7         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                           :
CFTC Code #0643CK                                                    Open Interest is    21,395                :
: Positions                                                                                                    :
:   14,085    15,695     5,495         0       850       105     4,575         0       600       225        50 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      550       160      -300         0       100       105         0         0         0       200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      73.4      25.7       0.0       4.0       0.5      21.4       0.0       2.8       1.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15         7         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                      :
CFTC Code #0643CN                                                    Open Interest is    23,560                :
: Positions                                                                                                    :
:   14,640    16,040     6,500     6,170     1,345         0         0         0       840         0         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:    1,200     1,310         0       120         0         0         0         0       120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      68.1      27.6      26.2       5.7       0.0       0.0       0.0       3.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        12         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    21,225                :
: Positions                                                                                                    :
:    8,764    16,530    10,240     3,610       960       825         0         0        25        25       100 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      325       325         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.3      77.9      48.2      17.0       4.5       3.9       0.0       0.0       0.1       0.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        10         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    16,870                :
: Positions                                                                                                    :
:    7,083    12,080     7,005     3,060     1,605       825         0         0        25        25       100 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      150       150         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.0      71.6      41.5      18.1       9.5       4.9       0.0       0.0       0.1       0.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         8         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                              :
CFTC Code #0643D4                                                    Open Interest is    10,915                :
: Positions                                                                                                    :
:    7,440     4,500       745       120     1,710         0     3,825         0       600       550       125 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      41.2       6.8       1.1      15.7       0.0      35.0       0.0       5.5       5.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         8         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643D5                                                    Open Interest is     7,585                :
: Positions                                                                                                    :
:    5,780     4,700         0       495       905         0       700         0       600       625        75 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      62.0       0.0       6.5      11.9       0.0       9.2       0.0       7.9       8.2       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         8         0         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    42,096                :
: Positions                                                                                                    :
:   27,989    37,876    10,735         0     1,195     1,000       450         0       175     2,120       455 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      585     1,385       600         0         0         0         0         0         0      -200       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      90.0      25.5       0.0       2.8       2.4       1.1       0.0       0.4       5.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        14         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    41,077                :
: Positions                                                                                                    :
:   28,369    36,441     8,970        52     1,559     1,000       450         0       175     2,120       455 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:       95       255         0        40         2         0         0         0         0      -200       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      88.7      21.8       0.1       3.8       2.4       1.1       0.0       0.4       5.2       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        13         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643DB                                                    Open Interest is   114,583                :
: Positions                                                                                                    :
:   86,226    76,701    14,690    28,521     3,139       595     2,045     1,950     6,084       299     1,651 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:    1,252       680         0      -190      -150       200     1,000      -200        65         0       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      66.9      12.8      24.9       2.7       0.5       1.8       1.7       5.3       0.3       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       28        24         .         4         .         .         .         .         9         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV   352 MWh                                                     :
CFTC Code #0643DC                                                    Open Interest is   136,257                :
: Positions                                                                                                    :
:  102,593    91,473    17,037    36,842     1,470     6,095     3,755       650     6,624       604     1,463 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:    3,652     3,472        37    -1,188        63       -50     1,600         0       115       -50       212 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      67.1      12.5      27.0       1.1       4.5       2.8       0.5       4.9       0.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       31        26         .         5         4         .         .         .         8         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643DF                                                    Open Interest is   258,398                :
: Positions                                                                                                    :
:  184,690   174,745     5,393     5,453    23,963    19,007    29,217     6,476     7,624     7,761    10,606 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:   -1,401    -2,866      -358      -401       305       941     1,907      -144      -845      -285       446 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      67.6       2.1       2.1       9.3       7.4      11.3       2.5       3.0       3.0       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       36        39         4         .         4        11         6         6        14         7        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    31,778                :
: Positions                                                                                                    :
:   20,921    30,669     7,922         0       309       555       225       175     1,723       400         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      140         0       150         0      -150         0       100         0         0       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      96.5      24.9       0.0       1.0       1.7       0.7       0.6       5.4       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18         7         .         0         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    30,621                :
: Positions                                                                                                    :
:   19,453    29,163     8,657         0       183         0       480       595     1,358       100       100 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:       38         0       150         0       -70         0       100         0         0       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      95.2      28.3       0.0       0.6       0.0       1.6       1.9       4.4       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17         7         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    16,495                :
: Positions                                                                                                    :
:    7,345     9,942     3,172     1,960     2,228     1,135         0       100       250         0         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.5      60.3      19.2      11.9      13.5       6.9       0.0       0.6       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        11         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064DLW                                                    Open Interest is    60,742                :
: Positions                                                                                                    :
:   21,791    27,291    17,243    21,450       125    14,180         0         0       600     5,090       600 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:     -367     1,134       350         0         0     1,020         0         0         0      -150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.9      44.9      28.4      35.3       0.2      23.3       0.0       0.0       1.0       8.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        19         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    58,528                :
: Positions                                                                                                    :
:   19,535    26,013    15,870    21,245       125    16,480         0         0       600     5,240       600 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:     -381     1,472       350         0         0     1,400         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.4      44.4      27.1      36.3       0.2      28.2       0.0       0.0       1.0       9.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        20         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    21,015                :
: Positions                                                                                                    :
:   14,430     6,425         0       465     2,415       310     8,700        40       600         0         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      450      -300      -405       445       405       100         0      -100         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      30.6       0.0       2.2      11.5       1.5      41.4       0.2       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         7         0         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    19,965                :
: Positions                                                                                                    :
:   13,265     6,375     1,205        20     2,080       410     8,700         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      550      -200      -750         0       750         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      31.9       6.0       0.1      10.4       2.1      43.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         7         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064ERM                                                    Open Interest is    31,121                :
: Positions                                                                                                    :
:   11,866    24,829     2,327     1,160     1,175    12,645         0         0         0       600         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      225       581       275         0         0        50         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.1      79.8       7.5       3.7       3.8      40.6       0.0       0.0       0.0       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        12         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EUY                                                    Open Interest is    36,465                :
: Positions                                                                                                    :
:   14,790    31,635    13,545         0     1,200     4,530         0        20         0     1,230         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      100       100       100         0         0      -100         0        20         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.6      86.8      37.1       0.0       3.3      12.4       0.0       0.1       0.0       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         7         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    32,955                :
: Positions                                                                                                    :
:   13,140    28,920    12,355         0       875     4,605         0        20         0     1,180         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      100       400       400         0         0      -100         0        20         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.9      87.8      37.5       0.0       2.7      14.0       0.0       0.1       0.0       3.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         7         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064EWU                                                    Open Interest is    24,735                :
: Positions                                                                                                    :
:   20,620     9,315         0    14,025       300     1,470       270        50       805        75       160 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:       25         0         0        25         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      37.7       0.0      56.7       1.2       5.9       1.1       0.2       3.3       0.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        14         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EWV                                                    Open Interest is    24,465                :
: Positions                                                                                                    :
:   20,415     8,220         0    14,855       300     1,370       170       150       855        75       110 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:       10         0         0        10         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      33.6       0.0      60.7       1.2       5.6       0.7       0.6       3.5       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        13         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    36,900                :
: Positions                                                                                                    :
:   26,705    10,730         0    22,750       175     6,270       325       540     2,160     1,600         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:       -5       100         0        20         0        75         0         0         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      29.1       0.0      61.7       0.5      17.0       0.9       1.5       5.9       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         5         0         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    33,800                :
: Positions                                                                                                    :
:   23,385    13,310         0    17,175       175     6,815       325       125     2,060     1,600         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:       35       100         0        60         0        75         0         0         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      39.4       0.0      50.8       0.5      20.2       1.0       0.4       6.1       4.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         6         0         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is    99,605                :
: Positions                                                                                                    :
:   35,780    85,810    42,235         0       480     8,185         0     2,915     1,830     2,160        20 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      150     1,515     1,190         0         0       225         0         0       -50         0        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.9      86.2      42.4       0.0       0.5       8.2       0.0       2.9       1.8       2.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       17        25         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is    90,130                :
: Positions                                                                                                    :
:   35,205    77,270    35,555         0       455     6,830       130     2,420     1,930     2,060         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      410     1,215       830         0         0       -75      -100       100       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.1      85.7      39.4       0.0       0.5       7.6       0.1       2.7       2.1       2.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       16        23         .         0         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    31,315                :
: Positions                                                                                                    :
:   13,410    19,635     8,900     3,445     3,045       300     2,250         0     3,650     1,000       200 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:    1,280     2,530         0         0         0         0      -100         0     1,150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.8      62.7      28.4      11.0       9.7       1.0       7.2       0.0      11.7       3.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        17         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    23,965                :
: Positions                                                                                                    :
:    9,210    14,345     7,310     3,625     3,805         0       175         0     2,975     1,300         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:    1,265     1,565         0         0         0         0         0         0       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.4      59.9      30.5      15.1      15.9       0.0       0.7       0.0      12.4       5.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        14         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKE                                                    Open Interest is    55,495                :
: Positions                                                                                                    :
:   34,020    33,205       725       245     8,000       500       105     1,075         0     1,750         0 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      385      -565         0         0         0       200         0         0         0     1,150      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      59.8       1.3       0.4      14.4       0.9       0.2       1.9       0.0       3.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        20         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is    41,225                :
: Positions                                                                                                    :
:   20,350    21,080       110     1,240     6,740     2,270         0         0         0       700       100 :
:                                                                                                              :
: Changes from:     June 12, 2018                                                                              :
:      805       655         0         0         0       150         0         0         0       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.4      51.1       0.3       3.0      16.3       5.5       0.0       0.0       0.0       1.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        18         .         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated June 22, 2018