Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    35,333                :
: Positions                                                                                                    :
:   12,287    18,651     4,660       649       376       874     6,531     1,543    11,445     3,207     3,236 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:     -520      -981      -245       -65        23      -185      -115       -98    -1,117      -821        39 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.8      52.8      13.2       1.8       1.1       2.5      18.5       4.4      32.4       9.1       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       13        12         4         .         .         .         .         .         7         6         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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     4,566                :
: Positions                                                                                                    :
:    2,504     2,805       124       175       136       210         0         0       737       729       436 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:       88      -443        42       -34       -50       -15         0         0      -666       -30        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      61.4       2.7       3.8       3.0       4.6       0.0       0.0      16.1      16.0       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        4         6         .         .         .         .         0         0         5         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    43,175                :
: Positions                                                                                                    :
:   25,709    31,479       997     2,950     5,370     8,969       197         0       893     2,557       193 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:     -322       897       460      -644       115       575        92         0      -244       124       106 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.5      72.9       2.3       6.8      12.4      20.8       0.5       0.0       2.1       5.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        22         .         .         .         .         .         0         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    43,821                :
: Positions                                                                                                    :
:   33,706    36,267     2,165       785     3,970       200     1,044         0     3,175       325       300 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      110      -140         0      -350       -39        50       -75       -24       100       -50        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      82.8       4.9       1.8       9.1       0.5       2.4       0.0       7.2       0.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        18         .         .         .         .         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    21,554                :
: Positions                                                                                                    :
:   18,007    16,470       570     2,837     1,052         0         0         0     1,220         0       705 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      -10       240       -50      -190        -8         0         0         0       225      -375         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      76.4       2.6      13.2       4.9       0.0       0.0       0.0       5.7       0.0       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        14         .         .         .         0         0         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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   160,849                :
: Positions                                                                                                    :
:  136,763   115,151     2,196    16,117     8,893     6,935    10,562     1,652     1,795     5,889     2,405 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:    1,566       827       -59       415       -24        60         0         0         0       326      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      71.6       1.4      10.0       5.5       4.3       6.6       1.0       1.1       3.7       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       32        34         .         .         4         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    47,764                :
: Positions                                                                                                    :
:   28,321    28,211    16,363    11,323     1,191       690     4,705       379       650     1,905        50 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      -24     1,327       246      -472       -75       258        25      -122       475        75       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      59.1      34.3      23.7       2.5       1.4       9.9       0.8       1.4       4.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        17         .         .         .         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    32,505                :
: Positions                                                                                                    :
:   27,505    20,285     4,575    12,170         0       150         0         0       275        50         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      225       525       425       225         0         0         0         0       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      62.4      14.1      37.4       0.0       0.5       0.0       0.0       0.8       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        12         .         .         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    46,995                :
: Positions                                                                                                    :
:   35,005    36,220     4,980     7,350     1,705     2,950     1,100         0     1,720         0       460 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      725      -240      -150       815      -165         0       200         0         0      -200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      77.1      10.6      15.6       3.6       6.3       2.3       0.0       3.7       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        25         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    73,568                :
: Positions                                                                                                    :
:   49,375    49,093     4,928    15,215     5,238    11,445     2,690       850       875         0       460 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:     -170    -1,535         0     1,525      -640       -55       300       -75        25      -400         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      66.7       6.7      20.7       7.1      15.6       3.7       1.2       1.2       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       27        25         .         .         4         5         4         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    76,033                :
: Positions                                                                                                    :
:   54,128    55,307    16,615    17,670       790       550       545       190     2,075       135     1,175 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:       65       120       -50       135         0         0       -80       145         0      -160         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      72.7      21.9      23.2       1.0       0.7       0.7       0.2       2.7       0.2       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        23         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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   110,983                :
: Positions                                                                                                    :
:   76,310    71,385    25,200    36,236     2,030     2,870       160         0     2,895         0     1,050 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      -10       245       -50       -65         0       295       160         0         0      -160        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      64.3      22.7      32.7       1.8       2.6       0.1       0.0       2.6       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       23        25         .         4         .         4         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    29,895                :
: Positions                                                                                                    :
:   21,355    25,965     4,240         0     3,465       615         0         0       200         0         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      475       840       485         0       -65       340         0         0      -340         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      86.9      14.2       0.0      11.6       2.1       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19        14         4         0         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    30,025                :
: Positions                                                                                                    :
:   24,420    23,755         0     1,685     3,950         0       300         0     1,425         0         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      770      -525      -730       265       395         0         0         0      -300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      79.1       0.0       5.6      13.2       0.0       1.0       0.0       4.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        16         0         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    10,730                :
: Positions                                                                                                    :
:    9,830     9,230         0       650       200       150       500         0       550       150         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:        0         0         0         0         0         0       500         0         0      -500         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      86.0       0.0       6.1       1.9       1.4       4.7       0.0       5.1       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         7         0         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    55,164                :
: Positions                                                                                                    :
:   32,807    37,561       350     7,363     6,088     4,790        31       341     7,794       822     2,555 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:    1,736     1,348         0       -30        63      -244         0        94      -329      -114       212 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.5      68.1       0.6      13.3      11.0       8.7       0.1       0.6      14.1       1.5       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       23        25         .         .         .         7         .         6         6         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    10,960                :
: Positions                                                                                                    :
:    7,120     6,345     1,162       900     1,210         0         0         0         0       970     1,100 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      57.9      10.6       8.2      11.0       0.0       0.0       0.0       0.0       8.9      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        11         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    42,249                :
: Positions                                                                                                    :
:   32,349    37,527     4,955        17     3,770       865       700         0       200        25        50 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:    1,450     1,910       630         0      -140       390         0         0      -440         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      88.8      11.7       0.0       8.9       2.0       1.7       0.0       0.5       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        22         .         .         .         4         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    47,295                :
: Positions                                                                                                    :
:   40,545    33,117       780    11,373       822     2,685     1,248         0     1,435       310       425 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:    1,007       -88         0       935         0        25      -215         0      -350        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      70.0       1.6      24.0       1.7       5.7       2.6       0.0       3.0       0.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        21         .         .         .         4         4         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    52,122                :
: Positions                                                                                                    :
:   40,324    42,204     6,337     8,330       150     1,600         0         0     2,518       300       515 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      525       675       150         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      81.0      12.2      16.0       0.3       3.1       0.0       0.0       4.8       0.6       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        14         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    60,987                :
: Positions                                                                                                    :
:   47,770    47,649     6,181     8,300       875     2,150         0         0     2,838     3,150       475 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:    1,295     1,355       250         0         0        50         0         0         0       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      78.1      10.1      13.6       1.4       3.5       0.0       0.0       4.7       5.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        15         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    84,260                :
: Positions                                                                                                    :
:   71,955    75,994     8,940     5,048     1,750         0       200         0       489       265     1,003 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:    2,241     1,880        20       385       126         0         0         0       -31       -35        80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      90.2      10.6       6.0       2.1       0.0       0.2       0.0       0.6       0.3       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        25         .         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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   119,568                :
: Positions                                                                                                    :
:  101,171   103,683    11,567     8,339     1,524         0     2,094       211     3,027     1,849     1,858 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:    1,349       155       -77       598       -46         0       -35        41      -715      -160        89 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      86.7       9.7       7.0       1.3       0.0       1.8       0.2       2.5       1.5       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       23        26         .         .         .         0         5         4         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    54,900                :
: Positions                                                                                                    :
:   48,575    48,055     1,946     2,553     4,017         0       150         0       350       125         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      125        75      -207       -57      -243         0       -50         0       150       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.5      87.5       3.5       4.7       7.3       0.0       0.3       0.0       0.6       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        8        13         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    39,204                :
: Positions                                                                                                    :
:   31,074    28,704       770     4,140     3,390     1,100     2,400       250     1,295         0       250 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:     -530      -230      -120      -300       300       200         0         0      -200         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      73.2       2.0      10.6       8.6       2.8       6.1       0.6       3.3       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        15         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    55,404                :
: Positions                                                                                                    :
:   30,089    42,165     2,180     3,001     4,739    15,750     4,300       285     1,255       100       814 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:    1,039     1,624    -1,025       -35       935     2,025        50       -50      -480      -300       464 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      76.1       3.9       5.4       8.6      28.4       7.8       0.5       2.3       0.2       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        21         .         .         .         6         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    38,079                :
: Positions                                                                                                    :
:   20,936    35,048    16,308         0       322         0       576       490         0       920         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      338       -68       -93         0         0         0        21         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      92.0      42.8       0.0       0.8       0.0       1.5       1.3       0.0       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        13         4         0         .         0         4         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    31,272                :
: Positions                                                                                                    :
:   16,065    27,887    13,607        70     1,540         0       990         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      -85      -145         0         0       300         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      89.2      43.5       0.2       4.9       0.0       3.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    33,947                :
: Positions                                                                                                    :
:   28,339    31,206     3,628       180       866       111     1,620         0       686        50        20 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      133       133       -10         0         0        10         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      91.9      10.7       0.5       2.6       0.3       4.8       0.0       2.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        17         4         .         4         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                       :
CFTC Code #0643BZ                                                    Open Interest is    22,314                :
: Positions                                                                                                    :
:   18,643    21,258     2,063        10       716         0       160       110       430         0         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:       13        13         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      95.3       9.2       0.0       3.2       0.0       0.7       0.5       1.9       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 31, 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    47,813                :
: Positions                                                                                                    :
:   41,425    30,753     4,586     8,986       817       100     6,626         0       463       337       214 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:     -616       469       282      -830        -5        10       -73         0         0       199         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      64.3       9.6      18.8       1.7       0.2      13.9       0.0       1.0       0.7       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        22         4         .         4         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    40,131                :
: Positions                                                                                                    :
:   34,512    24,000     4,376    12,266       612         0     2,920         0         0       200        65 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:     -890       -35        15      -780         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      59.8      10.9      30.6       1.5       0.0       7.3       0.0       0.0       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       21        16         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    22,946                :
: Positions                                                                                                    :
:   10,379    18,970     5,535         0     3,450     2,425       183       275         0         0         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      133       302      -393         0       150         0      -125        75      -125         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.2      82.7      24.1       0.0      15.0      10.6       0.8       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        13         .         0         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    19,070                :
: Positions                                                                                                    :
:   12,540    14,975     3,140         0     2,320        50     1,100       125       835       550         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      -40        35       100         0      -100         0       -75       125         0       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      78.5      16.5       0.0      12.2       0.3       5.8       0.7       4.4       2.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        10         .         0         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    21,465                :
: Positions                                                                                                    :
:   14,355    15,190     4,495         0     1,675        50     3,975        50       600       500        75 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      -50        25       100         0      -100         0       -75         0         0       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.9      70.8      20.9       0.0       7.8       0.2      18.5       0.2       2.8       2.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17         9         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    23,150                :
: Positions                                                                                                    :
:   14,600    15,595     6,250     6,285     1,270         0         0         0       810         0         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:       30       -70         0       100         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.1      67.4      27.0      27.1       5.5       0.0       0.0       0.0       3.5       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 31, 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    24,020                :
: Positions                                                                                                    :
:    9,343    18,520    11,655     3,605       895       545         0       100     1,225       900         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      150       350      -400      -150         0         0         0         0       425       -25      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.9      77.1      48.5      15.0       3.7       2.3       0.0       0.4       5.1       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        10         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    19,110                :
: Positions                                                                                                    :
:    6,980    13,595     8,550     3,105     1,395       345         0       100     1,125       900         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      -50       135      -400      -150         0         0         0         0       425       -25      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.5      71.1      44.7      16.2       7.3       1.8       0.0       0.5       5.9       4.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         8         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    10,505                :
: Positions                                                                                                    :
:    7,115     4,185       685       120     1,620         0     3,900         0       700       475       125 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      100         0      -125         0         0         0        75         0       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      39.8       6.5       1.1      15.4       0.0      37.1       0.0       6.7       4.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         8         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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     7,315                :
: Positions                                                                                                    :
:    5,560     4,460         0       595       780         0       750         0       700       575        75 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      100         0         0       125      -125         0        75         0       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      61.0       0.0       8.1      10.7       0.0      10.3       0.0       9.6       7.9       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         8         0         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    50,807                :
: Positions                                                                                                    :
:   36,548    40,822     5,990         0     4,220       900         0       125     1,015     4,220     1,420 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      965       -15        75         0       -45        25      -475       125       100     1,655      -375 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      80.3      11.8       0.0       8.3       1.8       0.0       0.2       2.0       8.3       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        14         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    49,486                :
: Positions                                                                                                    :
:   36,367    39,502     5,360         0     3,739       925         0       125     1,385     5,070     1,050 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:    1,080       200       175         0       -45        50      -450       100       100     1,655      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      79.8      10.8       0.0       7.6       1.9       0.0       0.3       2.8      10.2       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        13         4         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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   118,758                :
: Positions                                                                                                    :
:   85,470    81,225    14,440    24,608     4,615       245     1,590     2,855     8,247     1,081     2,644 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:       14       384         0       205      -110      -330       365        55     1,440       170      -510 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      68.4      12.2      20.7       3.9       0.2       1.3       2.4       6.9       0.9       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       28        28         .         5         4         .         5         4         6         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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   142,748                :
: Positions                                                                                                    :
:  106,647    93,875    16,950    35,625     2,159     3,135     4,885     1,880     9,800     2,489     1,835 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      415       772         0       503      -298      -555       -20        55     1,550       170      -295 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      65.8      11.9      25.0       1.5       2.2       3.4       1.3       6.9       1.7       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       31        26         .         6         4         4         4         .         6         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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   271,278                :
: Positions                                                                                                    :
:  184,461   185,141    21,707    14,852    20,427    15,935    26,826     5,724    11,110     6,808    11,416 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:    2,265     4,101     5,961     2,453      -628      -449       615        27       636     1,252       655 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      68.2       8.0       5.5       7.5       5.9       9.9       2.1       4.1       2.5       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       35        40         .         .         4        11         8         8        12         7        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    33,189                :
: Positions                                                                                                    :
:   20,158    31,934     9,342         0       285     1,295         0         0     1,673       690       280 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:       55       435       500         0         0        35         0         0       -75        80       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      96.2      28.1       0.0       0.9       3.9       0.0       0.0       5.0       2.1       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19         8         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    31,501                :
: Positions                                                                                                    :
:   18,688    29,161    10,082         0       120       215       940       510     1,258       340       430 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:       55       435       500         0         0        35         0         0      -125        30       250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      92.6      32.0       0.0       0.4       0.7       3.0       1.6       4.0       1.1       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18         9         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    15,335                :
: Positions                                                                                                    :
:    6,705     9,797     3,687     1,930     1,333     1,435         0       100         0       100         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:       75         0       -25        50         0       250         0         0      -250         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.7      63.9      24.0      12.6       8.7       9.4       0.0       0.7       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        11         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    11,840                :
: Positions                                                                                                    :
:    3,350     9,840     5,485       455       300     1,135         0       125       325         0         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:        0         0         0         0         0       100         0         0      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.3      83.1      46.3       3.8       2.5       9.6       0.0       1.1       2.7       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 31, 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    60,871                :
: Positions                                                                                                    :
:   22,095    26,461    16,953    21,090         0    14,375     5,335        25         0       575     1,075 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      380     1,030        25       600      -100     2,200     5,335        25      -100    -4,460        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.3      43.5      27.9      34.6       0.0      23.6       8.8       0.0       0.0       0.9       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        19         .         .         0         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    58,898                :
: Positions                                                                                                    :
:   19,880    24,688    15,585    21,275         0    16,590     5,535        25         0       450     1,075 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      285       620         0       720         0     2,075     5,535        25      -150    -4,785       125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.8      41.9      26.5      36.1       0.0      28.2       9.4       0.0       0.0       0.8       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        19         .         .         0         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    21,065                :
: Positions                                                                                                    :
:   14,500     6,730       260        95     2,275       705     8,100        40         0       865         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:        0       350       260      -140      -160       450         0         0      -500        60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      31.9       1.2       0.5      10.8       3.3      38.5       0.2       0.0       4.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13         8         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    20,205                :
: Positions                                                                                                    :
:   13,415     6,730     1,785        95     1,675       305     8,300         0         0       600         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:        0       350       400         0      -300       -50         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      33.3       8.8       0.5       8.3       1.5      41.1       0.0       0.0       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         8         .         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    29,620                :
: Positions                                                                                                    :
:   11,350    23,308     2,287       885     1,160    11,835     1,030         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:       -5         0         5         0         0         0     1,030         0         0    -1,030         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.3      78.7       7.7       3.0       3.9      40.0       3.5       0.0       0.0       0.0       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 31, 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    35,875                :
: Positions                                                                                                    :
:   14,195    30,825    12,890         0       875     4,180     1,485       195       980        50         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:        0         0      -325         0         0       325     1,485       -25         0    -1,485         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.6      85.9      35.9       0.0       2.4      11.7       4.1       0.5       2.7       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11         9         .         0         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    32,450                :
: Positions                                                                                                    :
:   12,835    27,945    11,560         0       675     4,120     1,485       205       850        50         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:        0         0      -315         0         0       315     1,485       -15         0    -1,485         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.6      86.1      35.6       0.0       2.1      12.7       4.6       0.6       2.6       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11         9         .         0         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    23,230                :
: Positions                                                                                                    :
:   18,750     8,350         0    13,285       300     2,335       320        60       500       380         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:        0         0         0      -100         0       965        25         0      -965        75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      35.9       0.0      57.2       1.3      10.1       1.4       0.3       2.2       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        12         0         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    22,820                :
: Positions                                                                                                    :
:   18,535     7,345         0    14,035       300     2,335       250        60       350       250         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:        0         0         0       -90         0       965        15         0      -965        75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      32.2       0.0      61.5       1.3      10.2       1.1       0.3       1.5       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        12         0         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    37,390                :
: Positions                                                                                                    :
:   26,050    11,325         0    21,735       175     7,205     1,450       315     2,075     1,000         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      690       290         0       -50         0      -100     1,400        25         0    -1,050         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      30.3       0.0      58.1       0.5      19.3       3.9       0.8       5.5       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         7         0         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    34,430                :
: Positions                                                                                                    :
:   23,040    13,785         0    16,540       175     7,675     1,450        75     2,000     1,000         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      700       300         0       -50         0      -100     1,400        25         0    -1,050         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.9      40.0       0.0      48.0       0.5      22.3       4.2       0.2       5.8       2.9       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 31, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is    99,900                :
: Positions                                                                                                    :
:   39,455    83,420    38,050         0       455     6,755         0     4,755     1,290     2,075       375 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      515       425      -375         0         0     1,785         0       295    -1,500         0       -70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.5      83.5      38.1       0.0       0.5       6.8       0.0       4.8       1.3       2.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        24         .         0         .         4         0         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 2018              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is    90,040                :
: Positions                                                                                                    :
:   36,930    74,505    32,815         0       230     5,485         0     4,360     1,210     1,880       175 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      365     1,165       545         0      -270     1,985         0       175    -1,850      -120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.0      82.7      36.4       0.0       0.3       6.1       0.0       4.8       1.3       2.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        21         .         0         .         4         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    31,395                :
: Positions                                                                                                    :
:   12,125    19,980     8,845     3,510     2,995     5,650     2,150         0         0     1,050       150 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:     -480       470       200         0       400     4,450         0         0    -3,700         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.6      63.6      28.2      11.2       9.5      18.0       6.8       0.0       0.0       3.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        17         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    22,675                :
: Positions                                                                                                    :
:    8,795    14,270     7,385     3,495     3,120     3,025       150         0         0     1,250         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:        0         0         0         0         0     3,025         0         0    -2,975        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.8      62.9      32.6      15.4      13.8      13.3       0.7       0.0       0.0       5.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        14         .         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    18,505                :
: Positions                                                                                                    :
:    8,820     9,790         0     3,780     1,910     6,800     2,050         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      300       600         0       150         0       300     2,050         0         0    -2,200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.7      52.9       0.0      20.4      10.3      36.7      11.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        10         0         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    56,335                :
: Positions                                                                                                    :
:   36,110    32,075       600     2,205     8,080       150     2,490       940         0       150         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:     -115      -285         0      -730       460      -300     2,100       150         0    -1,500         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.1      56.9       1.1       3.9      14.3       0.3       4.4       1.7       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        19         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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    41,445                :
: Positions                                                                                                    :
:   19,760    21,980     1,580     1,040     6,245     2,060       800         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 24, 2018                                                                              :
:      575       575       100       -50       295         0       800         0         0      -650      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.7      53.0       3.8       2.5      15.1       5.0       1.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        19         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated August 3, 2018