Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    37,275                :
: Positions                                                                                                    :
:   12,295    18,626     5,976       729       329     1,309     7,284     1,621    11,685     4,177     3,201 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -814    -1,337      -751       196       232       215      -178      -688      -125      -331      -353 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.0      50.0      16.0       2.0       0.9       3.5      19.5       4.3      31.3      11.2       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       14        11         4         .         .         .         .         .         7         6         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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     4,469                :
: Positions                                                                                                    :
:    2,135     2,743        55       239       211       245         0         0     1,192       670       337 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      -99        29       -38       -55        15        55       -55       -30      -138      -129      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      61.4       1.2       5.3       4.7       5.5       0.0       0.0      26.7      15.0       7.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        5         7         .         .         .         .         0         0         8         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    45,635                :
: Positions                                                                                                    :
:   27,354    32,052     1,020     3,594     5,255     8,919       105         0     1,221     2,979        87 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:       60       483       -39      -483         0       609        63         0      -105        84         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      70.2       2.2       7.9      11.5      19.5       0.2       0.0       2.7       6.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        23         .         .         .         .         .         0         5         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    42,948                :
: Positions                                                                                                    :
:   32,251    36,002     3,390     1,335     3,847       275     1,194         0     2,875       250       300 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:   -4,985    -4,931        90      -790       -75       -25       326      -300      -475         0      -400 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      83.8       7.9       3.1       9.0       0.6       2.8       0.0       6.7       0.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        17         .         .         .         .         .         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    20,962                :
: Positions                                                                                                    :
:   17,907    14,345         0     3,757     1,455         0         0         0     1,020       825       580 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:   -3,150    -1,835       -25    -1,390       100      -100         0         0       -50      -100       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      68.4       0.0      17.9       6.9       0.0       0.0       0.0       4.9       3.9       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        14         0         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   166,253                :
: Positions                                                                                                    :
:  131,308   115,652     6,210    11,798    10,826     7,095    15,597     1,310     2,268     4,505     2,724 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:   -2,473    -1,965      -605        51        55      -540      -200         0       -40      -866        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      69.6       3.7       7.1       6.5       4.3       9.4       0.8       1.4       2.7       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       31        31         4         .         4         4         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    52,547                :
: Positions                                                                                                    :
:   36,298    29,994    13,719    13,921     1,154       225     5,189       584       175     1,505       200 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      -56      -250       472       850      -501       -62       151         3         0      -325      -125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      57.1      26.1      26.5       2.2       0.4       9.9       1.1       0.3       2.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        16         .         .         .         .         4         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    32,800                :
: Positions                                                                                                    :
:   28,480    20,760     3,705    11,675       290       150         0         0       150        50        25 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      230        50        50       230         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      63.3      11.3      35.6       0.9       0.5       0.0       0.0       0.5       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        11         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    48,865                :
: Positions                                                                                                    :
:   34,469    38,630     5,520     4,430     3,320     3,050     1,050         0     1,855       300       460 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      495        10         0       100      -185         0         0         0       105         0      -105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      79.1      11.3       9.1       6.8       6.2       2.1       0.0       3.8       0.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        23         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    78,030                :
: Positions                                                                                                    :
:   49,390    53,775     5,498     9,700     8,308    11,350     3,105     1,205       924       450       586 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:   -1,068    -1,615       690       559      -874      -580      -300       405      -150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      68.9       7.0      12.4      10.6      14.5       4.0       1.5       1.2       0.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        25         .         .         4         .         4         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    74,890                :
: Positions                                                                                                    :
:   51,730    54,069    16,960    16,950       970       600       770        45     2,140       195     1,210 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:       52      -140      -365       250      -300         0         0         0         0       -80         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      72.2      22.6      22.6       1.3       0.8       1.0       0.1       2.9       0.3       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        22         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   111,373                :
: Positions                                                                                                    :
:   75,440    72,427    25,570    34,871     2,715     1,625         0         0     2,935       170       950 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:    1,844     2,699      -785        15       125       125         0         0       125         0       -65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      65.0      23.0      31.3       2.4       1.5       0.0       0.0       2.6       0.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        24         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    30,620                :
: Positions                                                                                                    :
:   22,495    26,670     3,805         0     3,575       300         0         0       425       130        20 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -185        35       -80         0        80         0         0         0       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      87.1      12.4       0.0      11.7       1.0       0.0       0.0       1.4       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        15         4         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    29,330                :
: Positions                                                                                                    :
:   23,350    22,830       180     1,530     4,275         0       300         0     1,255         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      275        45      -220        20         0         0         0         0        10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      77.8       0.6       5.2      14.6       0.0       1.0       0.0       4.3       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 July 3, 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     9,980        50       750       200       225         0        50       650       650         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      85.8       0.4       6.4       1.7       1.9       0.0       0.4       5.6       5.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         7         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    52,389                :
: Positions                                                                                                    :
:   29,648    35,081       450     7,273     5,466     5,452       156       437     7,703       748     2,789 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:    1,742     1,905         0       644     1,024       170        -9      -124       560         3      -117 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.6      67.0       0.9      13.9      10.4      10.4       0.3       0.8      14.7       1.4       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       24        26         .         .         .         6         .         4         9         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    10,350                :
: Positions                                                                                                    :
:    7,350     6,230       312       950     1,310         0         0         0       150       570       850 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      285       285         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      60.2       3.0       9.2      12.7       0.0       0.0       0.0       1.4       5.5       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 July 3, 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    41,384                :
: Positions                                                                                                    :
:   31,639    36,607     4,748         0     3,797       550       800         0       625       100        25 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -275       240       -10         0        80       150         0         0       350       -25        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      88.5      11.5       0.0       9.2       1.3       1.9       0.0       1.5       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       24        22         4         0         .         .         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    45,581                :
: Positions                                                                                                    :
:   38,312    32,224       850     9,708     1,212     2,675     1,192        70     1,320       675       500 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:    2,140     1,589         0       535       225       -30       101         0       260       145         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      70.7       1.9      21.3       2.7       5.9       2.6       0.2       2.9       1.5       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        20         .         .         .         .         4         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    51,036                :
: Positions                                                                                                    :
:   38,964    37,542     6,167     8,795       150     1,700         0         0     1,090       325       560 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:   -1,500    -3,111      -522       -60         0       100         0         0      -105        25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      73.6      12.1      17.2       0.3       3.3       0.0       0.0       2.1       0.6       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        13         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    59,351                :
: Positions                                                                                                    :
:   46,000    42,667     5,911     8,955       875     2,050         0         0     1,490     2,800       550 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:   -1,310    -2,746      -427       -60         0         0         0         0      -225         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      71.9      10.0      15.1       1.5       3.5       0.0       0.0       2.5       4.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        13         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    82,213                :
: Positions                                                                                                    :
:   69,491    73,840     9,234     4,554     2,121         0       400         0       271       325       973 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:    1,022     1,058        28       -43        15         0         0         0       -42        -5       104 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      89.8      11.2       5.5       2.6       0.0       0.5       0.0       0.3       0.4       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        23         .         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   122,932                :
: Positions                                                                                                    :
:  102,915   105,701    13,162     8,009     1,910         0     2,652       164     2,338     2,254     2,222 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:    2,181     2,137        49       -41       -11         0       -68        39      -204       -11       400 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      86.0      10.7       6.5       1.6       0.0       2.2       0.1       1.9       1.8       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       22        25         .         .         .         0         6         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    54,700                :
: Positions                                                                                                    :
:   47,049    50,130     3,341       235     4,085         0       200        25       200        25         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      -25        50        75         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      91.6       6.1       0.4       7.5       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 July 3, 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    40,563                :
: Positions                                                                                                    :
:   31,854    28,578       150     4,590     3,630       900     2,525       250     1,765         0       250 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -819    -1,030         0       205      -205       -50       100         0       -65         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      70.5       0.4      11.3       8.9       2.2       6.2       0.6       4.4       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        16         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    44,404                :
: Positions                                                                                                    :
:   27,229    31,170     3,770     2,910     3,980     5,171     4,450       520     2,575       600         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:       11      -746      -100       150      -150      -291         0         0       -35         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      70.2       8.5       6.6       9.0      11.6      10.0       1.2       5.8       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        19         .         .         .         5         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    39,925                :
: Positions                                                                                                    :
:   21,156    35,846    16,882         0       277         0       780       200         0     1,081         2 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -537      -613      -531         0         0         0      -465       180         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.0      89.8      42.3       0.0       0.7       0.0       2.0       0.5       0.0       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        11         4         0         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    32,654                :
: Positions                                                                                                    :
:   16,700    28,112    14,002        70     1,180         0     1,290         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -325    -1,217      -177         0         0         0      -145         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.1      86.1      42.9       0.2       3.6       0.0       4.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    35,406                :
: Positions                                                                                                    :
:   28,543    31,473     3,864       110       936        96     1,920         0       759        75        20 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:   -1,108    -1,065      -207         0        26         0      -100         0         0        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      88.9      10.9       0.3       2.6       0.3       5.4       0.0       2.1       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        18         4         .         4         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    23,829                :
: Positions                                                                                                    :
:   19,485    21,695     1,858        10       644         0       160       110       500         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -135      -490       -13         0         0         0        15       -15         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      91.0       7.8       0.0       2.7       0.0       0.7       0.5       2.1       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 July 3, 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    51,864                :
: Positions                                                                                                    :
:   45,185    30,341     4,248    12,017       862        75     7,263        95       561       143       135 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -149      -439       415        50       -40      -100        56       -65       -33       128        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      58.5       8.2      23.2       1.7       0.1      14.0       0.2       1.1       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        23         .         .         .         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    41,796                :
: Positions                                                                                                    :
:   36,000    24,143     4,212    13,415       480         0     2,725         0        40        30       160 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -355      -495      -102         0       -55         0      -205         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      57.8      10.1      32.1       1.1       0.0       6.5       0.0       0.1       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       21        16         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    21,097                :
: Positions                                                                                                    :
:   10,058    17,696     5,478         0     2,775     2,350       608         0       125         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -424    -1,287      -880         0         0       -25        51       -25        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.7      83.9      26.0       0.0      13.2      11.1       2.9       0.0       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        12         .         0         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    18,590                :
: Positions                                                                                                    :
:   11,545    15,065     4,005         0     1,570         0       950         0       870       300         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -405      -350       255         0      -255         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      81.0      21.5       0.0       8.4       0.0       5.1       0.0       4.7       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         8         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    21,390                :
: Positions                                                                                                    :
:   13,480    15,290     5,360         0       925       105     4,450         0       600       225        50 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -600      -405      -160         0         0         0      -125         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      71.5      25.1       0.0       4.3       0.5      20.8       0.0       2.8       1.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16         8         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    23,640                :
: Positions                                                                                                    :
:   14,345    15,535     6,350     6,135     1,320         0         0         0       840         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -400      -400      -150      -245       -25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      65.7      26.9      26.0       5.6       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 July 3, 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    22,595                :
: Positions                                                                                                    :
:    9,078    17,165    11,005     3,260     1,210       545         0       100       125        25       150 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:       49      -465       165      -100         0      -130         0         0       -50         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.2      76.0      48.7      14.4       5.4       2.4       0.0       0.4       0.6       0.1       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        12         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    17,870                :
: Positions                                                                                                    :
:    6,840    12,555     7,900     2,810     1,610       545         0       100        25        25       150 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -423      -355       295      -100      -145      -130         0         0       -50         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.3      70.3      44.2      15.7       9.0       3.0       0.0       0.6       0.1       0.1       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        10         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    10,965                :
: Positions                                                                                                    :
:    7,375     4,425       810       195     1,620         0     3,875         0       600       550       125 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      -65       -75        65        75       -90         0        50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      40.4       7.4       1.8      14.8       0.0      35.3       0.0       5.5       5.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         8         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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     7,660                :
: Positions                                                                                                    :
:    5,765     4,700         0       545       905         0       700         0       600       625        75 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      -15         0         0        50         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      61.4       0.0       7.1      11.8       0.0       9.1       0.0       7.8       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 July 3, 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    47,001                :
: Positions                                                                                                    :
:   31,923    38,515     8,940         0     1,935     1,000       650         0        50     4,320       555 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:   -1,281    -1,026      -395         0         0         0       200         0      -125        50       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      81.9      19.0       0.0       4.1       2.1       1.4       0.0       0.1       9.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        13         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    45,812                :
: Positions                                                                                                    :
:   32,010    36,725     7,140        52     2,334     1,000       650         0        50     4,270       605 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:   -1,479    -1,286      -430         0         0         0       200         0      -125         0       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.9      80.2      15.6       0.1       5.1       2.2       1.4       0.0       0.1       9.3       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        12         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   119,675                :
: Positions                                                                                                    :
:   86,360    76,255    14,690    28,504     3,128       695     1,810     2,700     8,274        99     2,085 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:   -1,069    -3,741         0       231      -186       200      -575       500       175       -50       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      63.7      12.3      23.8       2.6       0.6       1.5       2.3       6.9       0.1       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       27        27         .         5         4         .         .         .         9         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   139,763                :
: Positions                                                                                                    :
:  102,771    88,518    17,000    36,691     1,465     5,185     4,955       450     9,027       864     1,623 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:   -1,384    -4,550         0       -17       -49       125       500      -200       482        10       140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      63.3      12.2      26.3       1.0       3.7       3.5       0.3       6.5       0.6       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       31        25         .         6         4         .         .         .         9         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   262,810                :
: Positions                                                                                                    :
:  180,720   173,943     9,198     6,615    24,062    17,872    27,454     6,972     7,863     7,786    10,398 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:   -3,927    -2,091     3,405       619       961      -202      -520       145      -547       380      -126 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      66.2       3.5       2.5       9.2       6.8      10.4       2.7       3.0       3.0       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       35        40         4         .         4        12         5         9        13         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    33,083                :
: Positions                                                                                                    :
:   20,956    30,432     8,042         0       509     1,155        95        30     1,798       490         5 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      -45      -692      -180         0       200       600      -130      -145         0        90         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      92.0      24.3       0.0       1.5       3.5       0.3       0.1       5.4       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18         7         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    31,331                :
: Positions                                                                                                    :
:   19,503    27,616     8,752         0       303         0       950       625     1,433       190       105 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:       50    -1,922      -205         0       120         0       470        30         0        90         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      88.1      27.9       0.0       1.0       0.0       3.0       2.0       4.6       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18         8         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    16,620                :
: Positions                                                                                                    :
:    7,880    10,072     2,867     1,960     2,128     1,135         0       100       250       100         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      650        70      -505         0       100         0         0         0       -75         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.4      60.6      17.3      11.8      12.8       6.8       0.0       0.6       1.5       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        11         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                         :
CFTC Code #064BFJ                                                    Open Interest is    12,645                :
: Positions                                                                                                    :
:    3,755    10,435     5,820       540       300       900         0       175       500         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:        0       -75         0         0         0         0         0         0       -75         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.7      82.5      46.0       4.3       2.4       7.1       0.0       1.4       4.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        12         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    60,702                :
: Positions                                                                                                    :
:   21,651    27,331    17,283    20,450       125    14,040         0         0       250     5,460       850 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:     -100         0         0      -400         0         0         0         0       -50       250        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.7      45.0      28.5      33.7       0.2      23.1       0.0       0.0       0.4       9.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        19         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    58,633                :
: Positions                                                                                                    :
:   19,205    25,863    15,910    20,645         0    16,740         0         0       300     5,660       800 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      240       -60         0         0      -125         0         0         0         0       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.8      44.1      27.1      35.2       0.0      28.6       0.0       0.0       0.5       9.7       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        20         .         .         0         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    21,965                :
: Positions                                                                                                    :
:   15,380     6,725         0       465     2,415       310     8,750        40       600       600         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      350       300         0         0         0         0        50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      30.6       0.0       2.1      11.0       1.4      39.8       0.2       2.7       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         7         0         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    20,915                :
: Positions                                                                                                    :
:   14,215     6,675     1,205        20     2,080       410     8,750         0         0       600         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      350       300         0         0         0         0        50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      31.9       5.8       0.1       9.9       2.0      41.8       0.0       0.0       2.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         7         .         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    31,361                :
: Positions                                                                                                    :
:   12,001    24,589     2,432     1,160     1,175    12,645         0         0         0     1,080         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.3      78.4       7.8       3.7       3.7      40.3       0.0       0.0       0.0       3.4       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 July 3, 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    38,075                :
: Positions                                                                                                    :
:   15,245    32,775    14,070         0       950     4,180         0       370       830     1,550         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      360       265         0         0         0      -250         0       250       230        75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.0      86.1      37.0       0.0       2.5      11.0       0.0       1.0       2.2       4.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        10         .         0         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    34,415                :
: Positions                                                                                                    :
:   13,725    29,860    12,680         0       725     4,255         0       370       700     1,500         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      490       265         0         0         0      -250         0       250       100        75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.9      86.8      36.8       0.0       2.1      12.4       0.0       1.1       2.0       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        10         .         0         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    24,725                :
: Positions                                                                                                    :
:   20,610     8,865         0    14,175       300     1,470       330        50       805       305       160 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      290         0         0         0         0         0        60         0         0       230         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      35.9       0.0      57.3       1.2       5.9       1.3       0.2       3.3       1.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        13         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    24,450                :
: Positions                                                                                                    :
:   20,400     7,880         0    15,005       300     1,370       245       150       855       175       110 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      175         0         0         0         0         0        75         0         0       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      32.2       0.0      61.4       1.2       5.6       1.0       0.6       3.5       0.7       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        13         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    37,550                :
: Positions                                                                                                    :
:   26,825    11,505         0    22,645       175     6,720       225       490     2,160     1,600         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      100       775         0      -125         0       450      -100       -50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      30.6       0.0      60.3       0.5      17.9       0.6       1.3       5.8       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         6         0         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    34,530                :
: Positions                                                                                                    :
:   23,505    14,105         0    17,050       175     7,265       225       175     2,060     1,600         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      120       795         0      -125         0       450      -100        50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      40.8       0.0      49.4       0.5      21.0       0.7       0.5       6.0       4.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         7         0         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   102,625                :
: Positions                                                                                                    :
:   37,600    88,055    41,430         0       555     8,595         0     3,065     2,650     2,160       250 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:    1,435       945      -375         0        75       -90         0       150       -25         0       250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.6      85.8      40.4       0.0       0.5       8.4       0.0       3.0       2.6       2.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        25         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    92,335                :
: Positions                                                                                                    :
:   36,975    79,060    34,730         0       600     6,725         0     2,700     2,750     2,060         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:    1,185       510      -575         0       145      -105       -30       180       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.0      85.6      37.6       0.0       0.6       7.3       0.0       2.9       3.0       2.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        22         .         0         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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     8,300     3,445     3,045       900     2,250         0     3,650     1,000       200 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.8      62.7      26.5      11.0       9.7       2.9       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 July 3, 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 26, 2018                                                                              :
:        0         0         0         0         0         0         0         0         0         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 July 3, 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    56,245                :
: Positions                                                                                                    :
:   35,100    33,085       725     1,445     7,700       500       105     1,075         0     1,750         0 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:      180      -320         0       500      -200         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.4      58.8       1.3       2.6      13.7       0.9       0.2       1.9       0.0       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        20         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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                                                                                                    :
:   20,230    21,080       110     1,120     6,860     2,270         0         0         0       700       100 :
:                                                                                                              :
: Changes from:     June 26, 2018                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.1      51.1       0.3       2.7      16.6       5.5       0.0       0.0       0.0       1.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        18         .         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated July 6, 2018