Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    31,095                :
: Positions                                                                                                    :
:   12,303    17,032     3,468       342       401       725     8,734       959    11,887     1,854       607 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    2,160     1,841       132        15       -35      -325       -32         3      -286      -251    -1,989 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.6      54.8      11.2       1.1       1.3       2.3      28.1       3.1      38.2       6.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       14        13         4         .         .         .         4         .         7         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    54,877                :
: Positions                                                                                                    :
:   27,516    28,753         0     6,388     9,928     7,210        27     3,751     1,530     1,691     3,844 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      208       350         0      -111       226        35       -27       107        -6        25       239 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.1      52.4       0.0      11.6      18.1      13.1       0.0       6.8       2.8       3.1       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       26        27         0         4         .         5         .         6         7         4        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    44,954                :
: Positions                                                                                                    :
:   30,277    38,888     3,522         0     3,571       959     1,350        20     5,450       150       975 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:     -461     1,509     1,793      -255      -932       -28       375        20       375        50      -225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      86.5       7.8       0.0       7.9       2.1       3.0       0.0      12.1       0.3       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        20         .         0         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    22,349                :
: Positions                                                                                                    :
:   17,476    17,385       335     3,195       659         0         0         0     3,100       400       650 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      200     1,450       335      -490      -171         0         0         0       650       225       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      77.8       1.5      14.3       2.9       0.0       0.0       0.0      13.9       1.8       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        13         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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   153,060                :
: Positions                                                                                                    :
:  136,775   111,032     1,585    24,874     6,640     1,305     4,901     1,730     2,690     1,600     2,065 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    3,380     2,515       -70       309       -91      -780      -139       590        90       -50       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.4      72.5       1.0      16.3       4.3       0.9       3.2       1.1       1.8       1.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       30        31         .         .         4         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    44,690                :
: Positions                                                                                                    :
:   31,059    28,420     9,961     6,006     2,154       358     6,017       528       100     1,215       350 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      368         2       346       101        68       -17       -76       -93      -600        70       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      63.6      22.3      13.4       4.8       0.8      13.5       1.2       0.2       2.7       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       14        19         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    29,590                :
: Positions                                                                                                    :
:   24,681    20,085     3,874     8,470       885       150         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:        0         0         0       -25        25         0         0         0         0        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      67.9      13.1      28.6       3.0       0.5       0.0       0.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        14         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    45,257                :
: Positions                                                                                                    :
:   34,417    35,497     6,770     7,285     1,045     1,300       800       100     1,100         0       410 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      330       725      -325      -720       260         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      78.4      15.0      16.1       2.3       2.9       1.8       0.2       2.4       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       24        25         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    69,752                :
: Positions                                                                                                    :
:   47,045    45,897     5,994    17,510     4,410    10,015     1,320       235     1,305         0       380 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:     -182       503       105      -600        70       130       200        50        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      65.8       8.6      25.1       6.3      14.4       1.9       0.3       1.9       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       26        25         4         .         4         7         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    75,441                :
: Positions                                                                                                    :
:   55,727    54,835    13,270    18,095       300       400       390        25     4,155         0     1,260 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    2,115     2,045         0        70         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      72.7      17.6      24.0       0.4       0.5       0.5       0.0       5.5       0.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        23         .         .         .         .         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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   109,220                :
: Positions                                                                                                    :
:   78,045    68,754    22,725    37,880     1,055       970       130         0     5,210         0       825 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    1,510     2,410     1,125       475       -30       250         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      63.0      20.8      34.7       1.0       0.9       0.1       0.0       4.8       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       25        25         .         .         .         .         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    36,540                :
: Positions                                                                                                    :
:   24,810    33,960     9,040        50     2,040       455         0         0        75        25         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    2,775     2,780       180         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      92.9      24.7       0.1       5.6       1.2       0.0       0.0       0.2       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        16         4         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    27,422                :
: Positions                                                                                                    :
:   24,092    22,607         0     1,940     2,515         0       300         0       695         0        60 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    2,015     2,285         0      -270       360         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      82.4       0.0       7.1       9.2       0.0       1.1       0.0       2.5       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19        19         0         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    53,597                :
: Positions                                                                                                    :
:   34,797    32,340       150     9,016     7,745     3,627         0       110     3,404       862     3,490 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      623       839         0      -756       609        -3         0       -15       -16       497       -65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      60.3       0.3      16.8      14.5       6.8       0.0       0.2       6.4       1.6       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        25         .         .         .         5         0         .         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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     9,990                :
: Positions                                                                                                    :
:    6,950     6,400       860       600       900       100         0         0         0     1,000       850 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      300         0      -200         0       200      -100         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      64.1       8.6       6.0       9.0       1.0       0.0       0.0       0.0      10.0       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        12         .         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    49,598                :
: Positions                                                                                                    :
:   35,688    46,008    10,085       100     3,005       455         0         0       190        25       140 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    3,030     3,355       205         0         0         0         0         0       190         0       140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      92.8      20.3       0.2       6.1       0.9       0.0       0.0       0.4       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        21         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 2018  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #0643B3                                                    Open Interest is    42,874                :
: Positions                                                                                                    :
:   38,279    27,574       690    14,200       735     1,800         0         0       575        80       285 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    1,008       -97         0       655        70         0         0         0      -450         0        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.3      64.3       1.6      33.1       1.7       4.2       0.0       0.0       1.3       0.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        23         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    58,820                :
: Positions                                                                                                    :
:   46,640    48,617     6,433     7,945       880       900         0         0     3,044       500       225 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    4,880     4,400      -480         0       480         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      82.7      10.9      13.5       1.5       1.5       0.0       0.0       5.2       0.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        17         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    64,597                :
: Positions                                                                                                    :
:   51,010    52,129     7,073     7,870     1,790       200         0         0     3,491     2,000       240 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    4,565     4,735       145         0       480         0         0         0        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      80.7      10.9      12.2       2.8       0.3       0.0       0.0       5.4       3.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       21        14         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    83,561                :
: Positions                                                                                                    :
:   73,763    72,573     7,457     6,414     1,934         0        50         0         0     2,265       310 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      481       338       135       -10        10         0         0         0         0       318       -96 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      86.9       8.9       7.7       2.3       0.0       0.1       0.0       0.0       2.7       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        24         .         .         4         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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   113,007                :
: Positions                                                                                                    :
:   97,147    99,039     9,438     7,783     2,158       306       563       277     1,185     1,164     1,981 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    1,102       870       116      -148         4         2       102        11      -303       259       278 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      87.6       8.4       6.9       1.9       0.3       0.5       0.2       1.0       1.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       21        26         .         .         .         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    50,775                :
: Positions                                                                                                    :
:   44,394    45,835     1,214       523     3,867        25       225        75     1,125       175        75 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      350     1,175       350      -100         0         0       -75        75       350        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      90.3       2.4       1.0       7.6       0.0       0.4       0.1       2.2       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       11        16         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    48,657                :
: Positions                                                                                                    :
:   41,586    38,652     1,100     4,384     3,326       800       975       250         0       380       595 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      434      -226      -960      -300       240         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      79.4       2.3       9.0       6.8       1.6       2.0       0.5       0.0       0.8       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       18        18         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    56,429                :
: Positions                                                                                                    :
:   29,272    47,163         0     5,520     2,670    23,405       200        10         0       355       430 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      433      -113         0     1,585      -350     1,060         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      83.6       0.0       9.8       4.7      41.5       0.4       0.0       0.0       0.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        21         0         .         .         5         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    37,284                :
: Positions                                                                                                    :
:   20,466    36,174    15,751         0       356        65        50       415         0         0         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      419       494        38         0        73        50         0       -50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      97.0      42.2       0.0       1.0       0.2       0.1       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        14         4         0         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    33,736                :
: Positions                                                                                                    :
:   20,045    32,461    12,956         0       470         0       555         0       100         0         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      435       385       -60         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.4      96.2      38.4       0.0       1.4       0.0       1.6       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         4         0         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 2018  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    34,421                :
: Positions                                                                                                    :
:   31,297    31,262     1,217       529     1,210        75       850         0       183       270       300 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      730      -105         0       385      -150         0       450       -50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.9      90.8       3.5       1.5       3.5       0.2       2.5       0.0       0.5       0.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        18         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    24,377                :
: Positions                                                                                                    :
:   20,655    22,760     1,713       100       891         0        55       195       360         0       190 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:       60         0       -60         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      93.4       7.0       0.4       3.7       0.0       0.2       0.8       1.5       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        19         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    44,849                :
: Positions                                                                                                    :
:   38,609    30,974     4,428    10,911       404         0     1,446       743       358         0       265 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      453       983        65       337       -40         0      -917       441       -45         0       -65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      69.1       9.9      24.3       0.9       0.0       3.2       1.7       0.8       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        20         .         .         .         0         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 2018  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643C4                                                    Open Interest is    40,914                :
: Positions                                                                                                    :
:   35,040    26,786     3,138    12,862       811     1,400         0        90       185       275        65 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:     -102       783        50        15        25       780         0      -195        65         0       -65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      65.5       7.7      31.4       2.0       3.4       0.0       0.2       0.5       0.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        17         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 2018  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    21,343                :
: Positions                                                                                                    :
:   10,016    17,038     3,780       551     3,745     3,428         0         0       150         0         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:     -150        25       -50       275       245       500         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.9      79.8      17.7       2.6      17.5      16.1       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        10         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    20,270                :
: Positions                                                                                                    :
:   11,495    16,745     3,190         0     2,050         0     1,050         0     3,160        75       350 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:     -200         0         0         0         0         0         0         0       200         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      82.6      15.7       0.0      10.1       0.0       5.2       0.0      15.6       0.4       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         8         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 2018  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                           :
CFTC Code #0643CK                                                    Open Interest is    21,250                :
: Positions                                                                                                    :
:   12,885    17,195     3,310         0     1,830         0     1,800         0     2,780        75       350 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:        0       -50         0         0         0         0         0         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      80.9      15.6       0.0       8.6       0.0       8.5       0.0      13.1       0.4       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        10         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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   328,854                :
: Positions                                                                                                    :
:  260,614   165,217    11,496    86,597    22,993         0     4,968    19,626       756    16,149    13,304 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:   -2,567    -1,697       347       338      -704         0    -1,246      -568       -62       323      -290 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      50.2       3.5      26.3       7.0       0.0       1.5       6.0       0.2       4.9       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        14         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 2018  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                      :
CFTC Code #0643CN                                                    Open Interest is    21,225                :
: Positions                                                                                                    :
:   13,335    13,030     5,800     7,105       970         0         0         0       960         0         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      61.4      27.3      33.5       4.6       0.0       0.0       0.0       4.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        11         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    25,776                :
: Positions                                                                                                    :
:   11,394    17,530     9,275     4,565       335       140       100        60     3,770     2,680       490 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      390       340         0         0         0       -50         0        25         0         0       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.2      68.0      36.0      17.7       1.3       0.5       0.4       0.2      14.6      10.4       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       11        11         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    22,275                :
: Positions                                                                                                    :
:    9,806    14,005     8,090     4,265       635       140       125        60     2,775     2,680       495 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      871       240         0         0         0       -50         0        25      -100         0       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.0      62.9      36.3      19.1       2.9       0.6       0.6       0.3      12.5      12.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11         9         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    52,258                :
: Positions                                                                                                    :
:   35,788    45,186     8,060         0     4,095       575         0         0     1,490     1,210     1,750 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    1,530      -195       -25         0         0         0         0         0      -540     1,160      -510 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      86.5      15.4       0.0       7.8       1.1       0.0       0.0       2.9       2.3       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        13         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    51,100                :
: Positions                                                                                                    :
:   35,564    45,120     8,061         0     3,455       575         0         0       690        50     2,475 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    1,530      -195       -25         0         0         0         0         0    -1,700         0       650 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      88.3      15.8       0.0       6.8       1.1       0.0       0.0       1.4       0.1       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        14         4         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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   115,114                :
: Positions                                                                                                    :
:   87,232    80,124    14,470    19,353     2,526     1,075         0     1,145     5,571     9,077     2,784 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      545     2,005         0       -85        30      -500         0        25       660    -1,215       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      69.6      12.6      16.8       2.2       0.9       0.0       1.0       4.8       7.9       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        27         .         4         4         .         0         .         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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   129,048                :
: Positions                                                                                                    :
:   97,990    83,748    16,980    26,656     1,859     2,710     1,695       575     6,221    12,056     2,344 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      654     2,344         0      -265       -85      -475       -75         0       610    -1,215       250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      64.9      13.2      20.7       1.4       2.1       1.3       0.4       4.8       9.3       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       34        29         .         4         5         .         .         .         5         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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   282,304                :
: Positions                                                                                                    :
:  173,195   186,576    41,137    24,222    19,377     8,903    14,718    17,789     8,506     6,805    12,635 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    2,652     2,008     3,373    -1,181       371    -1,367       426     1,082    -3,068       248       999 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      66.1      14.6       8.6       6.9       3.2       5.2       6.3       3.0       2.4       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       35        37         5         .         5         9         8         9        12         8        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 2018  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    33,184                :
: Positions                                                                                                    :
:   15,849    32,549     9,712         0         0     1,305         0        20     5,768       230       385 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:     -241        44       -50         0         0       375         0         0       -40         0       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      98.1      29.3       0.0       0.0       3.9       0.0       0.1      17.4       0.7       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17         9         .         0         0         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    32,194                :
: Positions                                                                                                    :
:   14,857    30,194    10,209         0         0       650     1,345       195     5,731        80       380 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:     -261        24       -50         0         0       400        25         0       -40         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.1      93.8      31.7       0.0       0.0       2.0       4.2       0.6      17.8       0.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17         9         .         0         0         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 2018  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    17,877                :
: Positions                                                                                                    :
:    4,740     9,107     9,277     2,320       760       200     2,590       600       100       300         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:        0       110       960      -350         0         0     1,200       600         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.5      50.9      51.9      13.0       4.3       1.1      14.5       3.4       0.6       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        13         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 2018  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                         :
CFTC Code #064BFJ                                                    Open Interest is    12,795                :
: Positions                                                                                                    :
:    2,385     8,585     7,790       450       900        75     1,340       635       125         0         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:        0       110       960      -350       300         0     1,200       600         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.6      67.1      60.9       3.5       7.0       0.6      10.5       5.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        13         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    68,809                :
: Positions                                                                                                    :
:   29,375    22,266    15,148    27,480         0     8,035     5,540     1,750     3,065         0     2,400 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    1,376     1,496       960     2,100         0      -100         0         0     1,360         0    -1,200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.7      32.4      22.0      39.9       0.0      11.7       8.1       2.5       4.5       0.0       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        18         .         .         0         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    67,086                :
: Positions                                                                                                    :
:   29,089    21,452    13,825    27,275         0     8,970     5,540     1,750     2,850         0     2,435 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    1,450     1,520       960     2,150         0      -100         0         0     1,360         0    -1,200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.4      32.0      20.6      40.7       0.0      13.4       8.3       2.6       4.2       0.0       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        18         .         .         0         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 2018  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    22,965                :
: Positions                                                                                                    :
:   12,890     5,200     2,435         0     1,165       110    10,675        80       745       600     2,280 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:       40         0       -40         0        40         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.1      22.6      10.6       0.0       5.1       0.5      46.5       0.3       3.2       2.6       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         9         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    23,140                :
: Positions                                                                                                    :
:   12,100     5,225     3,400         0       965       110    10,625        80       545       600     2,480 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.3      22.6      14.7       0.0       4.2       0.5      45.9       0.3       2.4       2.6      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15         9         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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.JCPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EJI                                                    Open Interest is    15,895                :
: Positions                                                                                                    :
:   11,515     3,955         0     3,495     1,035         0     1,225     1,500         0     2,885         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:       10         0         0         0         0         0         0         0         0        70         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      24.9       0.0      22.0       6.5       0.0       7.7       9.4       0.0      18.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         7         0         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    27,666                :
: Positions                                                                                                    :
:   10,776    21,641     3,917     1,855       385     9,930       880         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:        0         0         0     1,800      -635     1,800         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.0      78.2      14.2       6.7       1.4      35.9       3.2       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 October 16, 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    37,120                :
: Positions                                                                                                    :
:   14,355    30,765    10,255         0       490     4,050     1,350       150     4,165       975       950 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:       25       -25       100         0         0        50         0         0      -175        25       250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.7      82.9      27.6       0.0       1.3      10.9       3.6       0.4      11.2       2.6       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13         9         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 2018  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    34,395                :
: Positions                                                                                                    :
:   12,860    28,380     9,375         0       340     3,790     1,400       350     4,115       625       950 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:       25       -25       100         0         0        50         0         0      -175        25       250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.4      82.5      27.3       0.0       1.0      11.0       4.1       1.0      12.0       1.8       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13         8         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 2018  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064EVH                                                    Open Interest is    10,590                :
: Positions                                                                                                    :
:    8,080     2,375     1,075     4,845        50         0     1,955         0         0       325       100 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      22.4      10.2      45.8       0.5       0.0      18.5       0.0       0.0       3.1       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         9         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    43,040                :
: Positions                                                                                                    :
:   26,115    14,190         0    13,695     1,265     1,575     9,790       270     9,540       125     2,670 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    1,430     2,035         0       275         0         0      -375        85       480       -25       210 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      33.0       0.0      31.8       2.9       3.7      22.7       0.6      22.2       0.3       6.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        15         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    42,635                :
: Positions                                                                                                    :
:   26,660    13,010         0    14,335     1,265       975     9,765       445     9,060       125     2,580 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    1,690     2,295         0       275         0         0      -375        85       480       -25       210 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      30.5       0.0      33.6       3.0       2.3      22.9       1.0      21.3       0.3       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        15         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    42,460                :
: Positions                                                                                                    :
:   23,270    13,875         0    18,210       210    11,055        50       975     2,080     4,270     2,105 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:       90       560         0       900      -250     4,050        50         0       120     2,750    -1,025 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      32.7       0.0      42.9       0.5      26.0       0.1       2.3       4.9      10.1       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        10         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    40,145                :
: Positions                                                                                                    :
:   20,805    15,290         0    14,185       315    11,030        50     1,035     1,960     4,270     2,105 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      120       470         0       900      -300     4,050        50         0         0     2,750    -1,025 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      38.1       0.0      35.3       0.8      27.5       0.1       2.6       4.9      10.6       5.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        10         0         .         .         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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   110,860                :
: Positions                                                                                                    :
:   46,655    81,915    30,480         0     2,050    10,930       105     3,965     1,100     7,085     6,210 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    2,010     1,375     1,015         0       -75    -4,410       -25       750         0    -2,795       805 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.1      73.9      27.5       0.0       1.8       9.9       0.1       3.6       1.0       6.4       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       19        26         .         0         .         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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   103,774                :
: Positions                                                                                                    :
:   41,800    75,310    27,470         0     1,760    11,892       155     2,742       750     6,210     7,035 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    1,550     1,345     1,295         0       -75    -4,410       -25       725         0    -3,065       755 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.3      72.6      26.5       0.0       1.7      11.5       0.1       2.6       0.7       6.0       6.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       17        23         .         0         .         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    32,750                :
: Positions                                                                                                    :
:   10,235    21,065    11,530     3,350     2,880     6,295     1,550       250         0     2,450         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      270       400      -200       -10       140       370        50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.3      64.3      35.2      10.2       8.8      19.2       4.7       0.8       0.0       7.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        17         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    24,820                :
: Positions                                                                                                    :
:    7,710    15,810    10,625     2,895     2,055     2,845        75       420         0     2,400         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:       70       300         0        40        50       270         0        30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.1      63.7      42.8      11.7       8.3      11.5       0.3       1.7       0.0       9.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        15         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    22,635                :
: Positions                                                                                                    :
:    8,925    11,875         0     6,760     1,580     9,500     1,170        80     1,200         0         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      250     1,400         0        30       -30     1,150       -30        30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.4      52.5       0.0      29.9       7.0      42.0       5.2       0.4       5.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        11         0         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    57,780                :
: Positions                                                                                                    :
:   32,945    28,650     5,265     1,100     8,535        50     8,920       455       350         0         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:      850       -75       500       225      -145        50     1,550         0       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      49.6       9.1       1.9      14.8       0.1      15.4       0.8       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        18         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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    42,265                :
: Positions                                                                                                    :
:   22,415    18,050       880     2,205     6,020       855     4,525         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 9, 2018                                                                            :
:    1,000      -250         0         0         0         0     1,250         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.0      42.7       2.1       5.2      14.2       2.0      10.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        16         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated October 19, 2018