Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    38,713                :
: Positions                                                                                                    :
:   12,919    20,041     6,473       533       165     1,000     7,532     1,569    11,760     3,874     3,691 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -1,527    -1,405      -672       -68       -21        35      -493      -267      -335      -561      -204 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.4      51.8      16.7       1.4       0.4       2.6      19.5       4.1      30.4      10.0       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       14        11         4         .         .         .         5         4         7         7         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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     4,246                :
: Positions                                                                                                    :
:    2,017     2,245        52       289        90       240        55        30       877       779       376 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -219      -283       -60         5        13         5       -70         0      -213      -109        33 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.5      52.9       1.2       6.8       2.1       5.7       1.3       0.7      20.7      18.3       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        5         6         .         .         .         .         .         .         5         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    62,078                :
: Positions                                                                                                    :
:   35,399    38,268       192     3,637    11,516     8,140       830     2,344     1,689     2,969     1,981 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -2,302    -2,931      -385       -72    -1,100        36       139      -254      -390      -207      -145 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      61.6       0.3       5.9      18.6      13.1       1.3       3.8       2.7       4.8       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       29        27         .         .         .         .         4         4         6         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    45,371                :
: Positions                                                                                                    :
:   35,686    37,957       785     2,081     3,565       400       903       325     4,225        25       375 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -3,252    -3,584       735      -260      -335         0         2       -50    -1,275        25       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      83.7       1.7       4.6       7.9       0.9       2.0       0.7       9.3       0.1       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        16         .         .         .         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is    23,021                :
: Positions                                                                                                    :
:   20,916    14,614        25     5,297     1,055       100         0         0       245     1,375       680 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -1,695    -1,280         0    -1,290         0        25         0       -25      -450       450      -325 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.9      63.5       0.1      23.0       4.6       0.4       0.0       0.0       1.1       6.0       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        14         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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   167,369                :
: Positions                                                                                                    :
:  134,784   118,786     8,889    11,245     9,933     7,185    17,817     1,240     2,508     5,489     2,599 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -5,922    -4,896       -43       734    -1,411      -435    -1,310         0        32      -897      -307 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      71.0       5.3       6.7       5.9       4.3      10.6       0.7       1.5       3.3       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       31        31         4         .         4         4         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    58,330                :
: Positions                                                                                                    :
:   36,614    35,192    15,990    12,616     2,222     1,217     5,907       816       525     1,477       100 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:      507      -401        63       530      -154       -65       -25        -6      -600       525        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      60.3      27.4      21.6       3.8       2.1      10.1       1.4       0.9       2.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        16         .         .         .         5         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    34,020                :
: Positions                                                                                                    :
:   29,191    21,310     4,145    11,670       290       150         0         0       150         0        25 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:      -68      -625        75       225       -35         0         0         0        75      -175       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      62.6      12.2      34.3       0.9       0.4       0.0       0.0       0.4       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        11         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    46,720                :
: Positions                                                                                                    :
:   32,314    35,230     5,520     5,450     3,230     3,050     1,750         0     1,900       300       565 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -2,545    -1,235       310      -860      -290         0      -100         0       -35       -75       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      75.4      11.8      11.7       6.9       6.5       3.7       0.0       4.1       0.6       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        24         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    74,261                :
: Positions                                                                                                    :
:   46,760    51,971     5,206    10,090     7,985    11,700     2,505       800     1,074       450       446 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -2,483    -1,746       -40      -865      -435      -225       -15       140        19        23      -179 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      70.0       7.0      13.6      10.8      15.8       3.4       1.1       1.4       0.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        27         .         .         4         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    67,259                :
: Positions                                                                                                    :
:   44,818    47,139    16,135    16,030     1,690       600       690        25     2,285       170     1,240 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -1,095    -2,690      -760       235         0         0       550      -250       -40       120       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      70.1      24.0      23.8       2.5       0.9       1.0       0.0       3.4       0.3       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        21         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    98,813                :
: Positions                                                                                                    :
:   65,678    60,099    25,005    34,504     2,990       600         0         0     3,050       170       890 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -2,250    -3,180      -675      -345         0      -660         0         0         0       120        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      60.8      25.3      34.9       3.0       0.6       0.0       0.0       3.1       0.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        23         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    31,595                :
: Positions                                                                                                    :
:   23,095    27,285     3,780         0     3,830       300         0         0       150       185        20 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:      240       210         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      86.4      12.0       0.0      12.1       0.9       0.0       0.0       0.5       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        15         4         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    30,185                :
: Positions                                                                                                    :
:   24,100    23,915       575     1,680     4,275         0       300         0     1,075         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:      -70       -70         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      79.2       1.9       5.6      14.2       0.0       1.0       0.0       3.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        16         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                               :
CFTC Code #06439N                                                    Open Interest is    11,001                :
: Positions                                                                                                    :
:    9,155     9,701       250       850       200       475         0        50       871       200         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      88.2       2.3       7.7       1.8       4.3       0.0       0.5       7.9       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         8         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                                 :
CFTC Code #06439R                                                    Open Interest is    48,983                :
: Positions                                                                                                    :
:   28,444    31,057       600     6,709     4,083     5,697       292       716     4,310       975     4,651 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:      713     1,103         0      -235       615       220        15        54      -179      -164       205 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.1      63.4       1.2      13.7       8.3      11.6       0.6       1.5       8.8       2.0       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       22        26         .         .         .         4         .         4         9         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 DA PK DLY FI - ICE FUTURES ENERGY DIV   Megawatt Hours (MWh)                                 :
CFTC Code #0643A5                                                    Open Interest is    10,800                :
: Positions                                                                                                    :
:    5,900     5,050     1,600       450     2,000         0       650         0       500     1,850       800 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      46.8      14.8       4.2      18.5       0.0       6.0       0.0       4.6      17.1       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8         7         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    41,403                :
: Positions                                                                                                    :
:   31,783    37,693     6,400         0     2,795       300       600         0       120       245         5 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:    1,175     1,130       -20         0       -45         0         0         0         0        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      91.0      15.5       0.0       6.8       0.7       1.4       0.0       0.3       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       24        21         4         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    46,367                :
: Positions                                                                                                    :
:   39,557    32,303       920     9,670       980     2,545     1,774        70       950       895       675 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -2,064       862         0    -1,665       180        70    -1,271        70       -45         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      69.7       2.0      20.9       2.1       5.5       3.8       0.2       2.0       1.9       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        19         .         .         .         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    45,254                :
: Positions                                                                                                    :
:   36,380    35,779     5,849     7,235       550       700         0         0       880       315       620 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -3,155    -3,930      -750      -230       -85         0         0         0      -110        15       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      79.1      12.9      16.0       1.2       1.5       0.0       0.0       1.9       0.7       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        14         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    51,873                :
: Positions                                                                                                    :
:   42,600    39,303     5,758     7,735     1,235         0         0         0     1,405     2,300       550 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -2,705    -3,658      -788      -435       -85         0         0         0      -315         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      75.8      11.1      14.9       2.4       0.0       0.0       0.0       2.7       4.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        14         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    80,946                :
: Positions                                                                                                    :
:   67,218    72,701     8,784     3,322     2,356         0       400         0         0       712     1,242 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -343       525      -210       -30       205         0       -50         0         0       110        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      89.8      10.9       4.1       2.9       0.0       0.5       0.0       0.0       0.9       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        23         .         .         4         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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   120,659                :
: Positions                                                                                                    :
:  101,026   105,228    11,517     3,404     3,184         0     2,050       265     1,235     4,804     1,555 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -1,372     1,428       280      -200       405       -60      -310         9        15      -492       489 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      87.2       9.5       2.8       2.6       0.0       1.7       0.2       1.0       4.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       23        20         .         .         .         0         5         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    54,320                :
: Positions                                                                                                    :
:   47,111    49,030     3,879     1,160     2,880         0       275        25       200        75         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -225       550       600      -675      -120         0        50       -50       200         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      90.3       7.1       2.1       5.3       0.0       0.5       0.0       0.4       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        16         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    39,139                :
: Positions                                                                                                    :
:   31,399    28,879       150     4,615     3,545       950     1,525       250     1,780         0       250 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -590    -1,085      -625       -75       125         0      -125         0       -75         0       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      73.8       0.4      11.8       9.1       2.4       3.9       0.6       4.5       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        17         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    43,224                :
: Positions                                                                                                    :
:   24,861    32,884     4,450     2,730     3,980     6,063     1,900       630     3,085     1,100         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -1,035    -1,960      -650      -390       440      -165       600       -60       500         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      76.1      10.3       6.3       9.2      14.0       4.4       1.5       7.1       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        20         .         .         .         5         .         .         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    38,846                :
: Positions                                                                                                    :
:   20,977    35,621    17,431         0       277        10     1,205        50         0     1,281         2 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -1,107    -2,307    -1,355         0         0         0      -110         0         0       -19        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.0      91.7      44.9       0.0       0.7       0.0       3.1       0.1       0.0       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        12         4         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    31,929                :
: Positions                                                                                                    :
:   16,510    28,814    14,179        70     1,180         0     1,435         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -730    -1,947    -1,407         0         0         0      -145         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.7      90.2      44.4       0.2       3.7       0.0       4.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    33,603                :
: Positions                                                                                                    :
:   27,271    30,153     4,026       110       905        96     2,380        10       799        25        10 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -1,196    -1,576       157        70       -70      -492       -95       -80       -51         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      89.7      12.0       0.3       2.7       0.3       7.1       0.0       2.4       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        16         4         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    22,219                :
: Positions                                                                                                    :
:   18,690    21,235     1,871        10       644         0       145       125       500         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -337      -492       -13        10       158         0        40       -40       -55         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      95.6       8.4       0.0       2.9       0.0       0.7       0.6       2.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        16         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    52,730                :
: Positions                                                                                                    :
:   45,691    32,017     3,986    12,262       892       920     7,034       302       754        65        90 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -2,719    -1,214       595       -79      -215       -20      -935        48       -26        30       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      60.7       7.6      23.3       1.7       1.7      13.3       0.6       1.4       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        21         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    43,296                :
: Positions                                                                                                    :
:   37,917    25,955     4,139    13,155       668         0     3,280         0        40        30       160 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -1,806    -1,165       -12      -458        30         0      -165         0         0       -70         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      59.9       9.6      30.4       1.5       0.0       7.6       0.0       0.1       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       21        16         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    21,911                :
: Positions                                                                                                    :
:   10,340    18,497     5,978         0     2,775     2,375       521       100        75         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -936    -1,201       -75         0         0        25       180      -125       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.2      84.4      27.3       0.0      12.7      10.8       2.4       0.5       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        13         .         0         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                        :
CFTC Code #0643CJ                                                    Open Interest is    18,115                :
: Positions                                                                                                    :
:   11,375    15,365     4,075         0     1,700         0       950         0       870       100         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -410    -1,450      -740         0         0       -30         0         0      -205        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      84.8      22.5       0.0       9.4       0.0       5.2       0.0       4.8       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         7         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    20,785                :
: Positions                                                                                                    :
:   13,385    15,485     5,895         0       650         0     4,575         0       600        25        50 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -325    -1,585      -830         0         0       -30       150         0      -200         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      74.5      28.4       0.0       3.1       0.0      22.0       0.0       2.9       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15         7         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 RT PEAK CAL 1X - ICE FUTURES ENERGY DIV   Any Multiple of 800 800MWhs                                      :
CFTC Code #0643CL                                                    Open Interest is   251,473                :
: Positions                                                                                                    :
:  203,008   122,953       296    70,983    25,873       784         0    15,167         0    10,772     5,725 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:    1,173     1,576       -44       356      -498       784      -240    -1,026         0       154       -77 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      48.9       0.1      28.2      10.3       0.3       0.0       6.0       0.0       4.3       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        14         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    22,065                :
: Positions                                                                                                    :
:   13,320    14,610     6,500     6,050     1,345         0         0         0       720         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -780    -1,165      -250       160      -250         0         0         0       635         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.4      66.2      29.5      27.4       6.1       0.0       0.0       0.0       3.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        12         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    20,590                :
: Positions                                                                                                    :
:    7,879    15,695    10,490     3,810       960       825         0         0        25        25       100 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -557    -1,715      -875       130      -265      -200         0         0        25       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.3      76.2      50.9      18.5       4.7       4.0       0.0       0.0       0.1       0.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        10         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    16,320                :
: Positions                                                                                                    :
:    6,383    11,430     7,255     3,260     1,505       825         0         0        25        25       100 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -503    -1,405      -480       230      -365      -200         0         0        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.1      70.0      44.5      20.0       9.2       5.1       0.0       0.0       0.2       0.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9         8         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    10,700                :
: Positions                                                                                                    :
:    7,075     4,510     1,120       120     1,485         0     3,825         0       600       550       125 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -190       -85       120        50      -170         0        25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      42.1      10.5       1.1      13.9       0.0      35.7       0.0       5.6       5.1       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         8         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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     7,475                :
: Positions                                                                                                    :
:    5,415     4,710       300       420       860         0       700         0       600       625        75 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -230      -135        75        25      -100         0        25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      63.0       4.0       5.6      11.5       0.0       9.4       0.0       8.0       8.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         8         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    40,506                :
: Positions                                                                                                    :
:   27,438    35,966     9,945         0     1,395     1,000       450         0       175     2,620        75 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -1,134       431      -645         0       210         0       375         0       -25    -2,605         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      88.8      24.6       0.0       3.4       2.5       1.1       0.0       0.4       6.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        12         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    41,000                :
: Positions                                                                                                    :
:   28,543    35,886     8,810        52     1,917     1,000       450         0       175     2,620        75 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -1,004       496      -740       -30       315         0       375         0       -25    -2,605         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      87.5      21.5       0.1       4.7       2.4       1.1       0.0       0.4       6.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        12         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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   110,758                :
: Positions                                                                                                    :
:   82,466    73,718    14,690    29,281     3,204       795     1,045     1,750     6,319       234     1,271 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -1,349    -3,798      -250       496      -427       -55      -405       450    -2,137       -75      -213 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      66.6      13.3      26.4       2.9       0.7       0.9       1.6       5.7       0.2       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       28        23         .         4         .         .         .         .         8         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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   128,485                :
: Positions                                                                                                    :
:   95,128    84,288    17,000    38,620     1,437     6,145     1,855       650     6,809       564     1,071 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -1,820    -3,994      -180      -340      -287      -780      -510        50    -2,059        25      -232 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      65.6      13.2      30.1       1.1       4.8       1.4       0.5       5.3       0.4       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       29        26         .         6         4         .         .         .         8         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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   279,192                :
: Positions                                                                                                    :
:  194,491   187,159     5,671     5,466    30,280    17,698    26,648    11,507     9,110     8,152     9,969 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -9,623    -4,848       407    -1,095       957    -1,209      -773    -1,715       267    -3,418      -556 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      67.0       2.0       2.0      10.8       6.3       9.5       4.1       3.3       2.9       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       35        39         .         4         4        11         5         7        14         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    32,058                :
: Positions                                                                                                    :
:   20,811    30,929     8,072         0       459       555       125       175     1,723       300         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -1,815       -92     1,825         0      -600      -125      -100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      96.5      25.2       0.0       1.4       1.7       0.4       0.5       5.4       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16         6         .         0         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    30,821                :
: Positions                                                                                                    :
:   19,445    29,423     8,807         0       253         0       380       595     1,358         0       100 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:   -1,765       -92     1,750         0      -495         0         0      -100         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.1      95.5      28.6       0.0       0.8       0.0       1.2       1.9       4.4       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16         6         .         0         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    17,187                :
: Positions                                                                                                    :
:    7,675    10,687     3,657     1,670     2,325     1,050       100       100        50         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:       10        10         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.7      62.2      21.3       9.7      13.5       6.1       0.6       0.6       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        11         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    13,575                :
: Positions                                                                                                    :
:    4,250    11,160     6,065       425       415       900        75       175       450         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.3      82.2      44.7       3.1       3.1       6.6       0.6       1.3       3.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        12         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    58,515                :
: Positions                                                                                                    :
:   20,906    27,444    17,295    18,905       125    13,110         0       100       575     5,520       625 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:    2,870       638      -120     1,450         0      -685         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.7      46.9      29.6      32.3       0.2      22.4       0.0       0.2       1.0       9.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        20         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    56,271                :
: Positions                                                                                                    :
:   18,761    26,186    16,070    18,885       125    15,200         0         0       575     5,520       625 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:    1,163       845      -145     1,450         0     1,235         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.3      46.5      28.6      33.6       0.2      27.0       0.0       0.0       1.0       9.8       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        21         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    22,280                :
: Positions                                                                                                    :
:   15,540     6,730        50       835     2,435       260     9,045       140       565        25        35 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      30.2       0.2       3.7      10.9       1.2      40.6       0.6       2.5       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        10         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    21,375                :
: Positions                                                                                                    :
:   14,455     6,670       585         0     2,770       460     8,995         0         0        60         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      31.2       2.7       0.0      13.0       2.2      42.1       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        11         .         0         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064ERM                                                    Open Interest is    31,511                :
: Positions                                                                                                    :
:   11,986    25,061     2,200     1,185     1,175    12,920         0         0         0       600         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:      -60     1,920        60         0       -35     1,920         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.0      79.5       7.0       3.8       3.7      41.0       0.0       0.0       0.0       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        13         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064ERN                                                    Open Interest is    24,699                :
: Positions                                                                                                    :
:    8,589    18,684     1,335       385     1,300     9,975         0         0         0       600         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:      -60         0        60         0       -35         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.8      75.6       5.4       1.6       5.3      40.4       0.0       0.0       0.0       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        12         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EUY                                                    Open Interest is    38,725                :
: Positions                                                                                                    :
:   15,020    33,420    14,880         0     1,250     5,105         0        25         0     1,585         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:        5      -415      -420         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.8      86.3      38.4       0.0       3.2      13.2       0.0       0.1       0.0       4.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14         9         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    34,750                :
: Positions                                                                                                    :
:   13,265    30,165    13,255         0       875     5,180         0        25         0     1,535         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:        5      -415      -420         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.2      86.8      38.1       0.0       2.5      14.9       0.0       0.1       0.0       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14         9         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EVG                                                    Open Interest is    14,975                :
: Positions                                                                                                    :
:   12,575     4,130       400     4,995       305         0     3,685         0         0       500         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:       50       110         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      27.6       2.7      33.4       2.0       0.0      24.6       0.0       0.0       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13         9         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064EVH                                                    Open Interest is    13,455                :
: Positions                                                                                                    :
:   10,625     3,800       400     3,795       805         0     3,665         0         0       100         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:       50       110         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      28.2       3.0      28.2       6.0       0.0      27.2       0.0       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13         9         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    27,275                :
: Positions                                                                                                    :
:   23,170    10,645         0    14,315       300     1,045       245       525       795         0       370 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:      445       420         0      -275         0      -275        25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      39.0       0.0      52.5       1.1       3.8       0.9       1.9       2.9       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        15         0         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    26,260                :
: Positions                                                                                                    :
:   21,725     8,985         0    14,970       300     1,045       245       525       855         0       310 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:      365       340         0      -275         0      -175       125      -100         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      34.2       0.0      57.0       1.1       4.0       0.9       2.0       3.3       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        14         0         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    38,095                :
: Positions                                                                                                    :
:   27,555    10,830         0    23,645       175     6,685       300       565     2,160     1,650         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      28.4       0.0      62.1       0.5      17.5       0.8       1.5       5.7       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15         7         0         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    34,790                :
: Positions                                                                                                    :
:   24,040    13,535         0    17,545       175     6,955       350       125     2,060     1,650         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      38.9       0.0      50.4       0.5      20.0       1.0       0.4       5.9       4.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         8         0         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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   101,205                :
: Positions                                                                                                    :
:   37,450    88,760    42,675         0       200     8,555         0     2,925     2,245     2,160         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:       25       345      -130         0         0       300         0         0       150         0       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.0      87.7      42.2       0.0       0.2       8.5       0.0       2.9       2.2       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       16        25         .         0         .         .         0         .         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is    92,245                :
: Positions                                                                                                    :
:   36,305    79,500    35,355         0       175     7,810       240     2,320     2,335     2,060         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -200       420       170         0         0       300         0         0       150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.4      86.2      38.3       0.0       0.2       8.5       0.3       2.5       2.5       2.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       16        24         .         0         .         .         .         .         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    29,725                :
: Positions                                                                                                    :
:   14,545    17,305     7,090     3,805     3,205       300     2,350         0     2,525     1,000       200 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -450     1,720       250         0         0       300    -1,620      -175         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.9      58.2      23.9      12.8      10.8       1.0       7.9       0.0       8.5       3.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        17         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    22,695                :
: Positions                                                                                                    :
:    9,510    12,185     5,850     4,455     3,865         0       175         0     2,875     1,300         0 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:      110       150       250        30         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.9      53.7      25.8      19.6      17.0       0.0       0.8       0.0      12.7       5.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        13         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    53,885                :
: Positions                                                                                                    :
:   33,540    33,630       665       415     8,060       380         0     1,180         0       600       100 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -480       480      -600    -1,500     1,150         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      62.4       1.2       0.8      15.0       0.7       0.0       2.2       0.0       1.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        21         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    40,875                :
: Positions                                                                                                    :
:   20,160    20,625         0     1,665     6,855     2,330         0         0         0       400       100 :
:                                                                                                              :
: Changes from:     May 29, 2018                                                                               :
:     -300        60      -560      -860     1,235         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.3      50.5       0.0       4.1      16.8       5.7       0.0       0.0       0.0       1.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        18         0         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated June 8, 2018