Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    34,618                :
: Positions                                                                                                    :
:   12,869    18,042     3,574       284       337       899     8,102     1,184    12,031     2,753     2,927 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -799    -1,404      -443      -299       -72      -120       470      -412        82      -141      -411 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.2      52.1      10.3       0.8       1.0       2.6      23.4       3.4      34.8       8.0       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       14        13         4         .         .         .         .         .         7         6         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    55,945                :
: Positions                                                                                                    :
:   28,797    31,302         0     4,850    11,135     7,672        17     3,293       872     1,978     3,024 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,138    -2,732      -129     1,660    -1,531      -426        17       -74       -56      -402       -61 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      56.0       0.0       8.7      19.9      13.7       0.0       5.9       1.6       3.5       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       28        28         0         .         .         5         .         6         8         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    41,499                :
: Positions                                                                                                    :
:   30,998    34,246       100       497     4,881       285       900         0     4,325       225       750 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:      759       317      -325      -125       360       -42         0         0      -200         0       525 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      82.5       0.2       1.2      11.8       0.7       2.2       0.0      10.4       0.5       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        17         .         .         .         .         .         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is    21,867                :
: Positions                                                                                                    :
:   17,703    16,245        50     4,147       785         0         0         0     2,690       100       510 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:      335       880         0        80       125         0         0         0       600       -25      -200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      74.3       0.2      19.0       3.6       0.0       0.0       0.0      12.3       0.5       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        10         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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   154,179                :
: Positions                                                                                                    :
:  132,007   110,782     1,651    18,576    10,052     3,460     8,843       915     3,022     1,975     2,858 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -3,050    -2,622      -675       521      -483    -1,175    -1,270      -415       -48    -1,584       -95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      71.9       1.1      12.0       6.5       2.2       5.7       0.6       2.0       1.3       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       30        34         .         .         4         4         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    42,565                :
: Positions                                                                                                    :
:   28,154    23,887    10,224     8,176     1,754       225     6,026       549       875     1,505       650 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,726    -1,809      -436      -113        13      -375        44        53       725        25      -200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      56.1      24.0      19.2       4.1       0.5      14.2       1.3       2.1       3.5       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       13        21         .         .         .         .         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    30,430                :
: Positions                                                                                                    :
:   25,355    18,015     3,757    11,097     1,143       150         0         0        25       175         0 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,320    -1,350      -115      -160       -75         0         0         0       -25        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      59.2      12.3      36.5       3.8       0.5       0.0       0.0       0.1       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        8        16         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    44,122                :
: Positions                                                                                                    :
:   34,529    33,197     5,745     9,350       155     1,750       800         0     1,260         0       490 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,405    -1,905       810        25      -550    -1,300      -150         0      -155         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      75.2      13.0      21.2       0.4       4.0       1.8       0.0       2.9       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       23        25         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    69,758                :
: Positions                                                                                                    :
:   47,146    44,377     6,749    19,736     3,575    10,080     1,310       210     1,060         0       430 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -269    -2,530       719      -213      -506    -3,660      -465      -590        25         0       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      63.6       9.7      28.3       5.1      14.4       1.9       0.3       1.5       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        25         .         .         4         5         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    74,239                :
: Positions                                                                                                    :
:   54,969    53,013    14,145    18,415       300       450       495        25     2,360         0     1,745 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -2,788    -3,397      -795      -220         0       -50       105      -165        70         0       -65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      71.4      19.1      24.8       0.4       0.6       0.7       0.0       3.2       0.0       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        21         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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   108,858                :
: Positions                                                                                                    :
:   78,958    68,391    22,020    37,634     1,340     1,650       140         0     3,240         0     1,280 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -3,059    -4,700    -1,315      -305         0      -640       -10         0       -95         0       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      62.8      20.2      34.6       1.2       1.5       0.1       0.0       3.0       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        23         .         4         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    32,690                :
: Positions                                                                                                    :
:   22,115    28,805     6,250         0     3,490       565         0         0       150       215         0 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -750       990     1,820         0      -410       -25         0         0       -50        10       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      88.1      19.1       0.0      10.7       1.7       0.0       0.0       0.5       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        18         4         0         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    26,735                :
: Positions                                                                                                    :
:   23,150    19,270         0     4,320     2,730         0       300         0       665         0       110 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:      -20    -1,855         0     1,820      -230         0         0         0         5         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      72.1       0.0      16.2      10.2       0.0       1.1       0.0       2.5       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19        17         0         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    51,854                :
: Positions                                                                                                    :
:   30,626    31,487       300     8,785     6,986     4,678        10       169     5,790     1,014     3,012 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,798    -5,440         0     3,051      -575        66         0       -82    -1,225      -550       290 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      60.7       0.6      16.9      13.5       9.0       0.0       0.3      11.2       2.0       5.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        24         .         .         .         6         .         .         7         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643A8                                                    Open Interest is     9,975                :
: Positions                                                                                                    :
:    6,775     6,280       810       600       810       200         0         0        50       800     1,050 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -815    -1,045       -26         0      -350         0         0         0      -150        40       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      63.0       8.1       6.0       8.1       2.0       0.0       0.0       0.5       8.0      10.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        13         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    44,089                :
: Positions                                                                                                    :
:   31,929    39,879     7,660         0     3,895       565         0         0         0        25         0 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -2,582      -115     2,095      -252       -50       -75      -150         0       -50      -100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      90.5      17.4       0.0       8.8       1.3       0.0       0.0       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        19         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    44,894                :
: Positions                                                                                                    :
:   40,419    29,689       720    14,680       200     1,900         0         0       885       100       225 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -722    -1,365       -30     1,367      -217      -460      -990         0        70      -205       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.0      66.1       1.6      32.7       0.4       4.2       0.0       0.0       2.0       0.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        22         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    47,999                :
: Positions                                                                                                    :
:   37,515    38,591     5,535     7,740       425       400         0         0     2,971       300       425 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -2,582    -3,205      -301      -265       -25      -600         0         0       -62         0       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      80.4      11.5      16.1       0.9       0.8       0.0       0.0       6.2       0.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        16         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    55,392                :
: Positions                                                                                                    :
:   43,665    43,154     6,070     7,780     1,340         0         0         0     3,074     2,250       425 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -3,585    -3,289       640      -155       -25      -950         0         0      -149      -500       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      77.9      11.0      14.0       2.4       0.0       0.0       0.0       5.5       4.1       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        14         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    78,345                :
: Positions                                                                                                    :
:   67,952    70,490     8,020     4,502     1,632         0       100         0         0       941       664 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -4,167    -4,903      -834        37       -12         0       -50         0         0      -111      -157 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      90.0      10.2       5.7       2.1       0.0       0.1       0.0       0.0       1.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        25         .         .         4         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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   108,311                :
: Positions                                                                                                    :
:   91,002    94,989    10,163     8,129     1,739       180       427       210     2,972     1,045     1,758 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -5,278    -7,177    -1,102      -613        13        -8      -683        10    -2,294      -225       118 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      87.7       9.4       7.5       1.6       0.2       0.4       0.2       2.7       1.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        27         .         .         .         .         4         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    48,900                :
: Positions                                                                                                    :
:   43,810    43,330       670       433     4,362         0       150         0        25       600        25 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -2,735    -3,940      -438       415      -265         0       -25         0       -50       325      -200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      88.6       1.4       0.9       8.9       0.0       0.3       0.0       0.1       1.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10        15         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                          :
CFTC Code #0643BS                                                    Open Interest is    40,125                :
: Positions                                                                                                    :
:   32,415    31,020     2,320     4,030     2,500       800     1,150       250         0       430       635 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:    1,713     1,608       290       105      -745      -150      -625         0      -350       430       160 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      77.3       5.8      10.0       6.2       2.0       2.9       0.6       0.0       1.1       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17        17         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    50,611                :
: Positions                                                                                                    :
:   30,318    42,421     1,315     3,815     3,515    14,110         0       160         0       285       415 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -572    -1,250      -570       394      -584    -1,135    -1,900      -105      -213       285      -385 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      83.8       2.6       7.5       6.9      27.9       0.0       0.3       0.0       0.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        21         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    32,696                :
: Positions                                                                                                    :
:   18,816    31,731    13,091         0       296        20        50       460         0        50         0 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,802    -3,064    -1,994         0        50        20      -361       -20         0      -360         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      97.0      40.0       0.0       0.9       0.1       0.2       1.4       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        14         4         0         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    28,063                :
: Positions                                                                                                    :
:   15,250    25,568    11,353        70     1,240         0       700         0       100         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,117    -2,442    -1,602         0         0         0      -145         0       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      91.1      40.5       0.2       4.4       0.0       2.5       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        11         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    33,437                :
: Positions                                                                                                    :
:   29,801    31,096     1,933         0     1,321         0       550         0       234       465         0 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -680      -821       -25         0        60       -63       -60         0       -76         5         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.1      93.0       5.8       0.0       4.0       0.0       1.6       0.0       0.7       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        18         5         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    24,560                :
: Positions                                                                                                    :
:   20,546    22,980     2,150         0       939         0        40       210       305         0        25 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,093      -968       197         0      -237         0       -60        50       -95         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      93.6       8.8       0.0       3.8       0.0       0.2       0.9       1.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        18         .         0         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    43,264                :
: Positions                                                                                                    :
:   37,054    30,643     4,765     6,884       660        25     4,457         4       356       243       285 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -2,585      -749       115      -795      -157       -85      -887        -1      -100      -289       -24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      70.8      11.0      15.9       1.5       0.1      10.3       0.0       0.8       0.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       23        21         .         .         4         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    38,241                :
: Positions                                                                                                    :
:   32,466    25,557     4,162    10,655       592         0       325       510         0       490        65 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,723      -377       567      -628      -360         0      -285       -50         0       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      66.8      10.9      27.9       1.5       0.0       0.8       1.3       0.0       1.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       21        17         .         .         .         0         .         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    20,923                :
: Positions                                                                                                    :
:   10,920    16,897     3,950       876     3,135     2,600         0         3        75         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:      150       150         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      80.8      18.9       4.2      15.0      12.4       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        11         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    20,155                :
: Positions                                                                                                    :
:   11,565    16,520     3,245         0     2,010        50     1,075         0     2,920       225       325 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -860       285       -35         0      -205         0       -25      -125     1,165         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      82.0      16.1       0.0      10.0       0.2       5.3       0.0      14.5       1.1       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         7         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    20,930                :
: Positions                                                                                                    :
:   12,520    16,780     3,380         0     1,775        50     1,825         0     2,705       175       375 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,300       285      -695         0         0         0    -1,125         0     1,200        25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      80.2      16.1       0.0       8.5       0.2       8.7       0.0      12.9       0.8       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         8         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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   283,085                :
: Positions                                                                                                    :
:  230,075   137,628     5,372    80,778    22,660     2,767     3,212    12,305     1,285    17,964     8,539 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:    2,918     3,609     2,241     1,236    -2,104       350       136      -211      -173       332       228 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      48.6       1.9      28.5       8.0       1.0       1.1       4.3       0.5       6.3       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        14         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    24,390                :
: Positions                                                                                                    :
:   10,881    17,175     9,445     4,345       555       475       225         0     2,560     1,805       285 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -627    -2,770    -1,005       720      -220       -25        85       -85      -275         0       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.6      70.4      38.7      17.8       2.3       1.9       0.9       0.0      10.5       7.4       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       11         9         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    20,330                :
: Positions                                                                                                    :
:    9,365    12,965     8,000     3,945       955       275       250         0     1,185     1,805       410 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -368    -1,570       -75       770      -270       -25        85       -85      -225         0       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.1      63.8      39.4      19.4       4.7       1.4       1.2       0.0       5.8       8.9       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11         6         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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     8,160                :
: Positions                                                                                                    :
:    5,535     3,680       205        80     1,455         0     2,275         0       650       475       125 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -875      -240       -55        80      -230         0      -825         0         0        25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      45.1       2.5       1.0      17.8       0.0      27.9       0.0       8.0       5.8       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         7         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    50,756                :
: Positions                                                                                                    :
:   34,089    40,651     7,240         0     4,755       675        50        25     1,625     3,320     1,935 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -2,704       699       165         0      -185      -325         0         0     1,625    -1,985      -760 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      80.1      14.3       0.0       9.4       1.3       0.1       0.0       3.2       6.5       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        11         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    50,040                :
: Positions                                                                                                    :
:   33,818    40,128     7,104         0     4,127       750        50         0     3,010     4,835       900 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -2,671       586       284        -3      -204      -350         0         0     1,475    -1,890      -535 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      80.2      14.2       0.0       8.2       1.5       0.1       0.0       6.0       9.7       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        12         4         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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   110,613                :
: Positions                                                                                                    :
:   78,953    71,943    14,440    24,963     2,978     1,730        50     1,465     8,233     6,527     2,577 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -3,428    -7,957         0     1,238    -1,076       990      -740    -1,045    -2,062     2,969      -897 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      65.0      13.1      22.6       2.7       1.6       0.0       1.3       7.4       5.9       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       28        25         .         4         5         4         .         .         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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   128,008                :
: Positions                                                                                                    :
:   93,291    81,042    16,950    30,591     2,240     2,620     1,905     1,625    10,173     9,688       807 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -7,696    -9,500         0    -1,705       -67      -365    -1,255      -260    -2,032     2,247      -398 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      63.3      13.2      23.9       1.7       2.0       1.5       1.3       7.9       7.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       29        27         .         4         5         .         .         .         4         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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   278,741                :
: Positions                                                                                                    :
:  173,432   189,391    29,844    16,028    21,362    13,275    16,662    15,141    14,670     9,735    10,297 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:  -16,610   -10,980      -181     1,451    -2,358      -747    -5,669     4,157     1,251      -849      -532 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      67.9      10.7       5.8       7.7       4.8       6.0       5.4       5.3       3.5       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       34        36         .         .         5        12         4         8        10         5        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    31,477                :
: Positions                                                                                                    :
:   17,430    30,867     9,387         0         0       805         0        20     3,313       235       355 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,563    -1,190        90         0      -135      -200         0         0       265      -190       -95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      98.1      29.8       0.0       0.0       2.6       0.0       0.1      10.5       0.7       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16         9         .         0         0         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    30,327                :
: Positions                                                                                                    :
:   16,313    28,327     9,962         0         0        50     1,235       280     3,143        85       400 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,290    -1,117        15         0       -60       -75       135      -120       265       -90      -105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      93.4      32.8       0.0       0.0       0.2       4.1       0.9      10.4       0.3       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16         8         .         0         0         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    15,337                :
: Positions                                                                                                    :
:    5,825     9,407     6,192     2,395       990       250       165        35         0       300         0 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -725      -230     1,240       770      -595         0        25       -25         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.0      61.3      40.4      15.6       6.5       1.6       1.1       0.2       0.0       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        11         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                         :
CFTC Code #064BFJ                                                    Open Interest is    11,305                :
: Positions                                                                                                    :
:    2,775     9,095     5,590       585       600     1,135         0       100       175         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -420      -545       190       215         0       -25         0         0       -75         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.5      80.5      49.4       5.2       5.3      10.0       0.0       0.9       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        12         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    62,051                :
: Positions                                                                                                    :
:   26,077    22,416    13,908    23,150         0    13,255     5,705         0         0     1,995     1,750 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:      965    -1,493    -1,295       345         0      -625      -265         0         0       450         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.0      36.1      22.4      37.3       0.0      21.4       9.2       0.0       0.0       3.2       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        18         .         .         0         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    60,221                :
: Positions                                                                                                    :
:   24,658    21,116    12,650    22,955         0    14,570     5,705         0         0     1,995     1,750 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:    1,264    -1,296    -1,190       210         0      -975      -365         0         0       550         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.9      35.1      21.0      38.1       0.0      24.2       9.5       0.0       0.0       3.3       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        19         .         .         0         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    20,030                :
: Positions                                                                                                    :
:   13,100     5,965     1,575         0     1,060       205     8,475        35         0       735       800 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -385      -345       655         0      -455      -255       675        10         0      -330       600 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      29.8       7.9       0.0       5.3       1.0      42.3       0.2       0.0       3.7       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         8         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    20,020                :
: Positions                                                                                                    :
:   12,250     5,915     2,625         0       900       105     8,625        35         0       730       800 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -255      -370       280         0      -115      -105       625        30         0      -330       600 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      29.5      13.1       0.0       4.5       0.5      43.1       0.2       0.0       3.6       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         7         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    26,400                :
: Positions                                                                                                    :
:   11,050    21,040     2,337       335     1,140     9,165       930         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -727    -2,075      -315      -275         0    -1,360       -50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.9      79.7       8.9       1.3       4.3      34.7       3.5       0.0       0.0       0.0       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 September 11, 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    32,420                :
: Positions                                                                                                    :
:   12,880    27,810    11,130         0       490     3,225     1,155         0     1,600        50       600 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,125    -2,420    -1,235         0         0      -165      -140       -10      -215         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.7      85.8      34.3       0.0       1.5       9.9       3.6       0.0       4.9       0.2       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12         7         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    29,545                :
: Positions                                                                                                    :
:   11,670    25,375    10,365         0       340     3,165     1,155        10     1,200        50       600 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,045    -1,950      -920         0         0      -155      -140       -20      -150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.5      85.9      35.1       0.0       1.2      10.7       3.9       0.0       4.1       0.2       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12         7         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    27,610                :
: Positions                                                                                                    :
:   21,180     9,035         0    15,520       300     1,800       830        45     1,965       150     1,295 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,680       130         0    -1,155         0       -75       -60         0       575      -115        95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      32.7       0.0      56.2       1.1       6.5       3.0       0.2       7.1       0.5       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        14         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    27,115                :
: Positions                                                                                                    :
:   21,890     7,635         0    16,070       300     1,200       780       220     1,005       150     1,315 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,520      -315         0    -1,205         0       -75       -50         0       -25       -50       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      28.2       0.0      59.3       1.1       4.4       2.9       0.8       3.7       0.6       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        13         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    35,475                :
: Positions                                                                                                    :
:   22,820    11,005         0    17,920       425     7,820       825       250     1,925     2,980       150 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,635      -405         0    -1,200         0       145      -150       -70      -105       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      31.0       0.0      50.5       1.2      22.0       2.3       0.7       5.4       8.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    32,445                :
: Positions                                                                                                    :
:   19,955    12,630         0    13,535       475     7,770       825       250     1,900     2,675       150 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,300      -985         0      -845         0       -90      -150        50       -80       500      -350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.5      38.9       0.0      41.7       1.5      23.9       2.5       0.8       5.9       8.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    94,225                :
: Positions                                                                                                    :
:   39,780    77,030    33,460         0     1,415     4,765       430     2,705     1,425     1,925     3,020 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -655    -5,040    -3,060         0       575      -400       430    -1,210      -605      -105       690 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.2      81.8      35.5       0.0       1.5       5.1       0.5       2.9       1.5       2.0       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        22         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    86,625                :
: Positions                                                                                                    :
:   35,005    69,825    29,225         0     1,340     5,165         0     2,510     2,375     1,900     2,875 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,245    -3,510    -2,455         0       600      -165         0      -720       270       -80       330 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.4      80.6      33.7       0.0       1.5       6.0       0.0       2.9       2.7       2.2       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       15        20         .         0         .         4         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    30,515                :
: Positions                                                                                                    :
:   10,665    19,735     8,685     3,235     3,485     6,300     1,600         0         0     1,150        50 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -765      -120      -220      -240       235       400      -275         0         0        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.0      64.7      28.5      10.6      11.4      20.6       5.2       0.0       0.0       3.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        18         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    22,260                :
: Positions                                                                                                    :
:    7,880    14,490     7,845     3,165     2,770     3,160       100        30         0     1,200         0 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -500       250        65      -150        45       360       -25        30         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      65.1      35.2      14.2      12.4      14.2       0.4       0.1       0.0       5.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        16         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    17,620                :
: Positions                                                                                                    :
:    8,580     9,495         0     3,540     1,910     6,050     1,775         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -310       -55         0       -60         0       -75      -150         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.7      53.9       0.0      20.1      10.8      34.3      10.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        10         0         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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    54,795                :
: Positions                                                                                                    :
:   30,565    29,745     3,470       540     8,710        50     3,835       890         0        25         0 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:   -1,220      -940     1,075      -265       185       -50     1,060       -25         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.8      54.3       6.3       1.0      15.9       0.1       7.0       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        19         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is    41,985                :
: Positions                                                                                                    :
:   20,075    20,250     1,640       950     6,570     1,040     2,075       200         0         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2018                                                                          :
:     -320      -845       795      -300      -395      -185     1,425       -25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      48.2       3.9       2.3      15.6       2.5       4.9       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        19         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated September 14, 2018