Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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 - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                         :
CFTC Code #024656                                                    Open Interest is    20,135                :
: Positions                                                                                                    :
:    6,867    13,509     1,768        24       568       309     1,617       495     8,151     1,560     1,059 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -3,035     3,754      -457        24       164         0    -7,390         0       172       161        57 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      67.1       8.8       0.1       2.8       1.5       8.0       2.5      40.5       7.7       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       11        11         4         .         .         .         .         .         7         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    22,200                :
: Positions                                                                                                    :
:   12,197    14,297       292     3,987     2,496     5,372       320         0     1,080        80         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -1,295      -171       292       -51       148      -340       317        -4       912      -210       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      64.4       1.3      18.0      11.2      24.2       1.4       0.0       4.9       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       16        16         .         .         .         .         .         0         6         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    43,902                :
: Positions                                                                                                    :
:   26,620    39,996     8,852         0     2,165       350       916        25     5,000        50       750 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -1,034      -222       835         0      -136        25       103       -75       -25         0      -175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      91.1      20.2       0.0       4.9       0.8       2.1       0.1      11.4       0.1       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        20         .         0         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    22,750                :
: Positions                                                                                                    :
:   16,157    18,263         0     2,269     1,443         0       225         0     4,675        75       475 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -921      -920         0      -276       281         0        25       -25      -250         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      80.3       0.0      10.0       6.3       0.0       1.0       0.0      20.5       0.3       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        14         0         .         .         0         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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   151,678                :
: Positions                                                                                                    :
:  131,990   108,002     1,587    31,523     3,151     3,190     1,291     4,115     4,411       521     3,010 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -3,520    -1,917       226      -120      -874     1,795    -1,086       255    -1,776       -37       557 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      71.2       1.0      20.8       2.1       2.1       0.9       2.7       2.9       0.3       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       31        33         .         .         4         5         .         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    56,119                :
: Positions                                                                                                    :
:   47,705    39,110     3,977     7,156     3,380       175     5,101       307       150       775       225 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:    1,014       -11       -25     1,200      -265        25       100      -150        25      -225        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      69.7       7.1      12.8       6.0       0.3       9.1       0.5       0.3       1.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        19         .         .         .         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    59,994                :
: Positions                                                                                                    :
:   37,081    46,634     7,628     5,000     3,900    10,375       550        25         0     3,043       727 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -375     2,170      -706    -1,860     1,495     1,825      -100        25         0       615       225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.8      77.7      12.7       8.3       6.5      17.3       0.9       0.0       0.0       5.1       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        20         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    82,348                :
: Positions                                                                                                    :
:   45,927    49,821     2,950    18,462     7,443    21,741       975       900         0     2,021     2,655 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:      151     1,802    -1,528    -2,855     1,795       776      -335       690         0       603     1,183 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.8      60.5       3.6      22.4       9.0      26.4       1.2       1.1       0.0       2.5       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        24         .         .         .         6         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    80,372                :
: Positions                                                                                                    :
:   58,843    58,102    14,783    20,928       263     2,020       105        10     2,892         0       840 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -2,969    -3,143      -795      -930        -5       -55         5        10      -210         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      72.3      18.4      26.0       0.3       2.5       0.1       0.0       3.6       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        22         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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   113,735                :
: Positions                                                                                                    :
:   80,377    74,194    24,870    37,951       611     2,630        65        25     3,596         0       800 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -3,686    -3,303      -869    -1,420         0       285       -35        25      -460         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      65.2      21.9      33.4       0.5       2.3       0.1       0.0       3.2       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        24         .         .         4         .         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    45,428                :
: Positions                                                                                                    :
:   33,288    43,208    10,055         0     1,805         0         0         0        75       170        65 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:    2,043     2,093       110         0       -45         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.3      95.1      22.1       0.0       4.0       0.0       0.0       0.0       0.2       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        16         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    24,811                :
: Positions                                                                                                    :
:   21,574    20,078         0     2,197     2,445         0         0         0       332        30        45 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -1,055    -1,039         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      80.9       0.0       8.9       9.9       0.0       0.0       0.0       1.3       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       17        17         0         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                               :
CFTC Code #06439N                                                    Open Interest is    13,300                :
: Positions                                                                                                    :
:    7,920    12,650     3,680         0       350         0         0       300     1,050         0         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:      635     4,475     3,290         0        50         0      -300       300       250         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.5      95.1      27.7       0.0       2.6       0.0       0.0       2.3       7.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        10         .         0         .         0         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    67,294                :
: Positions                                                                                                    :
:   46,767    39,888     4,587    12,086     7,121       639       149       763     3,849     3,981     3,299 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:    6,530     2,367       664     3,859      -489       -85        27       325       113       725       115 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      59.3       6.8      18.0      10.6       0.9       0.2       1.1       5.7       5.9       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       27        28         .         .         .         6         .         5         5         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    16,166                :
: Positions                                                                                                    :
:   10,300     9,940       702     1,596     2,644        10         0       300     1,550     1,060       350 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:    4,645       785    -2,494       996     2,494      -290         0       300      -100       100        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.7      61.5       4.3       9.9      16.4       0.1       0.0       1.9       9.6       6.6       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        15         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    59,694                :
: Positions                                                                                                    :
:   46,682    55,821     8,911         0     3,395        50         0         0       495       100       120 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:    2,514     1,266    -1,264         0       150        50         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      93.5      14.9       0.0       5.7       0.1       0.0       0.0       0.8       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        20         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    37,390                :
: Positions                                                                                                    :
:   32,913    25,126       600    11,223       474     2,462        90        10       184       254       205 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -1,674      -358         0    -1,472       180      -273         0        10         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.0      67.2       1.6      30.0       1.3       6.6       0.2       0.0       0.5       0.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        23         .         .         .         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    66,722                :
: Positions                                                                                                    :
:   54,448    59,672     6,025     4,665     1,790       350         0         0     3,619       250         7 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -2,990    -3,597      -611      -185         0        50         0         0      -306       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      89.4       9.0       7.0       2.7       0.5       0.0       0.0       5.4       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        16         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    70,849                :
: Positions                                                                                                    :
:   57,116    60,641     6,646     6,183     2,260        50         0         0     4,014     1,750        10 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -3,441    -4,164      -523        70       -70        50         0         0      -255       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      85.6       9.4       8.7       3.2       0.1       0.0       0.0       5.7       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        15         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    93,570                :
: Positions                                                                                                    :
:   76,550    84,946    13,026     4,262     2,757         0       377       150        25       273       100 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -251    -1,527      -895       161       -11         0       347        50         0         1        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      90.8      13.9       4.6       2.9       0.0       0.4       0.2       0.0       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        22         .         .         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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   118,739                :
: Positions                                                                                                    :
:   97,700   105,196    15,131     5,118     3,257       300     3,210         0       600       919       866 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -713    -1,981      -452       320       -80       300       489         0      -235       362       149 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      88.6      12.7       4.3       2.7       0.3       2.7       0.0       0.5       0.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       22        26         .         4         4         .         5         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    52,100                :
: Positions                                                                                                    :
:   42,600    45,285     4,980         0     4,020         0       175         0         0       375        50 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:      825    -1,220      -275         0       600         0        25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      86.9       9.6       0.0       7.7       0.0       0.3       0.0       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        11         .         0         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    51,436                :
: Positions                                                                                                    :
:   41,473    45,836     3,755     1,429     2,995     1,125         0       350       300       594       124 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -370      -363        55       -87        -2      -150         0         0         0        71       -71 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      89.1       7.3       2.8       5.8       2.2       0.0       0.7       0.6       1.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        16         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    56,236                :
: Positions                                                                                                    :
:   29,928    50,933     1,563       795     3,518    20,226         0         0         0       728        52 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -1,521    -4,076      -137       203      -451    -2,020         0         0         0       122       -23 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      90.6       2.8       1.4       6.3      36.0       0.0       0.0       0.0       1.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        22         .         .         .         5         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    33,543                :
: Positions                                                                                                    :
:   19,470    32,953    13,232         0       243       185         0       280         0         0         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -537    -1,351      -761         0         8       -40         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      98.2      39.4       0.0       0.7       0.6       0.0       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        12         4         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    30,200                :
: Positions                                                                                                    :
:   19,700    29,858    10,083         0       212         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -670    -1,215      -750         0        20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      98.9      33.4       0.0       0.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        12         4         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    30,164                :
: Positions                                                                                                    :
:   26,684    27,754     2,079       325       737        95       663         0       427       660         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -3,238    -2,252       161       -45      -200       -25        58         0       427      -461         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.5      92.0       6.9       1.1       2.4       0.3       2.2       0.0       1.4       2.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        19         .         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                       :
CFTC Code #0643BZ                                                    Open Interest is    22,556                :
: Positions                                                                                                    :
:   18,972    21,981     3,028         0       160         0       300       100         0         0         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -720      -829      -134         0         0         0       105      -105       -80       -65      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      97.5      13.4       0.0       0.7       0.0       1.3       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        18         .         0         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    45,041                :
: Positions                                                                                                    :
:   38,269    31,405     4,428    10,583       426       453     1,307       895       235       200       200 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -729      -593       -19      -317        32       328       423      -580      -121       -30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      69.7       9.8      23.5       0.9       1.0       2.9       2.0       0.5       0.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        23         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    37,104                :
: Positions                                                                                                    :
:   31,898    24,121     3,431    12,058       504       786        40       190         0       175         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -1,550    -1,080       167      -262       -23      -286         0         0         0       -20        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      65.0       9.2      32.5       1.4       2.1       0.1       0.5       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       21        17         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    15,198                :
: Positions                                                                                                    :
:   10,725    11,315     1,926     2,430     1,453       356         0         0       575         0         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -800      -835      -105      -374       -70      -241         0         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      74.5      12.7      16.0       9.6       2.3       0.0       0.0       3.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         9         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                        :
CFTC Code #0643CJ                                                    Open Interest is    18,181                :
: Positions                                                                                                    :
:    9,736    16,466     3,194         0     1,240         0       125        50     3,661         0       300 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -890      -925       -60         0       -50         0      -175         0      -150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.6      90.6      17.6       0.0       6.8       0.0       0.7       0.3      20.1       0.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         9         .         0         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    19,494                :
: Positions                                                                                                    :
:   11,049    16,999     3,351         0     1,035         0       825        50     3,424         0       585 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -975      -750       -85         0       -25         0      -175         0       135         0      -160 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      87.2      17.2       0.0       5.3       0.0       4.2       0.3      17.6       0.0       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        10         .         0         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    22,177                :
: Positions                                                                                                    :
:    9,075    11,165     8,655     7,459       125        50         0         0     3,545     2,905       440 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -928      -875      -495      -854         0       -50         0         0      -215         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.9      50.3      39.0      33.6       0.6       0.2       0.0       0.0      16.0      13.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        11         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    21,050                :
: Positions                                                                                                    :
:    8,016    10,150     8,368     7,429       125        50         0         0     3,760     2,855       440 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -842      -550      -365      -854         0       -50         0         0      -130         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.1      48.2      39.8      35.3       0.6       0.2       0.0       0.0      17.9      13.6       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         9         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    51,912                :
: Positions                                                                                                    :
:   33,993    44,702     7,887         0     3,750       600       225       150     2,635       365     2,695 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -2,157    -2,213      -280         0       -25         0      -350         0      -100        15       120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      86.1      15.2       0.0       7.2       1.2       0.4       0.3       5.1       0.7       5.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        12         4         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    51,345                :
: Positions                                                                                                    :
:   34,362    44,437     7,617         0     3,173       600       225       150     2,995     1,115     2,220 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -2,489    -2,301      -124         0      -106         0      -350         0       -10        15      -105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.9      86.5      14.8       0.0       6.2       1.2       0.4       0.3       5.8       2.2       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        11         4         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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   125,202                :
: Positions                                                                                                    :
:   98,305    87,927    12,945    17,884     1,997     1,405       885       100    10,286    16,319        50 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -5,449    -8,920    -1,495     3,820    -1,083      -405       -80       -25     1,470      -703       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      70.2      10.3      14.3       1.6       1.1       0.7       0.1       8.2      13.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       29        22         .         4         .         .         4         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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   129,123                :
: Positions                                                                                                    :
:  102,513    85,152    15,650    22,710     1,554        20     1,270       770     7,563    16,870       737 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:   -6,057    -9,458    -1,700     3,110    -1,292      -325       185        10       798      -995       242 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      65.9      12.1      17.6       1.2       0.0       1.0       0.6       5.9      13.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       31        25         .         4         .         .         4         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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   252,906                :
: Positions                                                                                                    :
:  169,867   175,348    40,552    27,041     8,325    11,345    26,962     3,836    13,014     5,913     5,206 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:      168    -8,790    -6,277    -2,728       147      -652     2,029     1,190    -2,505       509       519 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      69.3      16.0      10.7       3.3       4.5      10.7       1.5       5.1       2.3       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       36        38         .         .         4         8         9        10         9         7         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    24,836                :
: Positions                                                                                                    :
:   12,761    24,556     6,555         0         0       715         0        10     4,695       190        80 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -477    -2,362      -940         0         0      -215         0       -10      -740       -15         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      98.9      26.4       0.0       0.0       2.9       0.0       0.0      18.9       0.8       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16         9         .         0         0         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    23,856                :
: Positions                                                                                                    :
:   11,765    22,321     6,947         0         0       225     1,325         0     4,748        70       140 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -391    -2,152      -897         0         0      -225      -175         0      -793        15       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.3      93.6      29.1       0.0       0.0       0.9       5.6       0.0      19.9       0.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         9         .         0         0         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    19,202                :
: Positions                                                                                                    :
:    5,695     9,752    10,302     4,355       445       475     2,515       225       450       300         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:      -25         0      -275      -300       200         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.7      50.8      53.7      22.7       2.3       2.5      13.1       1.2       2.3       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        11         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    65,606                :
: Positions                                                                                                    :
:   25,809    23,181    20,393    24,735       140     3,740     5,675     2,105     4,335         0     1,455 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:       -5        55        50       -85         0        60         0       -35      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.3      35.3      31.1      37.7       0.2       5.7       8.7       3.2       6.6       0.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        18         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    64,706                :
: Positions                                                                                                    :
:   25,777    22,426    19,670    25,360       175     4,570     5,675     2,160     3,920         0     1,285 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:      -10        50        50       -55         0        60         0       -35      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.8      34.7      30.4      39.2       0.3       7.1       8.8       3.3       6.1       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        19         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    22,490                :
: Positions                                                                                                    :
:   13,066     6,585     3,119         0     1,037       150     6,025       350         0     4,050       420 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.1      29.3      13.9       0.0       4.6       0.7      26.8       1.6       0.0      18.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15         9         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    22,235                :
: Positions                                                                                                    :
:   12,426     6,635     3,514         0       942       150     6,025       350         0     3,750       420 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      29.8      15.8       0.0       4.2       0.7      27.1       1.6       0.0      16.9       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15         9         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    27,865                :
: Positions                                                                                                    :
:   13,940     4,985         0    15,470       105     2,575       600     1,425     3,675       320       760 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.0      17.9       0.0      55.5       0.4       9.2       2.2       5.1      13.2       1.1       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         5         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064ERM                                                    Open Interest is    31,591                :
: Positions                                                                                                    :
:   10,586    23,181     3,477     3,405       385    11,450       655         0     2,200         0         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:      100       100         0      -225         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.5      73.4      11.0      10.8       1.2      36.2       2.1       0.0       7.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        8        14         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064ERN                                                    Open Interest is    30,182                :
: Positions                                                                                                    :
:   10,682    19,388     3,315     5,860       410     9,950       655         0     2,100         0         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:        0         0         0      -225         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      64.2      11.0      19.4       1.4      33.0       2.2       0.0       7.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        7        12         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EUY                                                    Open Interest is    35,110                :
: Positions                                                                                                    :
:   12,615    28,720     7,910         0       155     3,825       650       155     5,150       350     1,715 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:       75       110       -75         0         0       375         0         0      -265         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.9      81.8      22.5       0.0       0.4      10.9       1.9       0.4      14.7       1.0       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15         9         .         0         .         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    33,315                :
: Positions                                                                                                    :
:   11,255    28,150     7,655         0       120     3,450       650       155     6,220         0     1,015 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:      110       415       -75         0         0       450         0         0       -70         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.8      84.5      23.0       0.0       0.4      10.4       2.0       0.5      18.7       0.0       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15         8         .         0         .         4         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EVG                                                    Open Interest is    12,735                :
: Positions                                                                                                    :
:    9,070     3,650     1,225     4,850        50        25     1,395        65         0       745       760 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:      735        85         0       550         0         0       -50         0         0       150        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      28.7       9.6      38.1       0.4       0.2      11.0       0.5       0.0       5.9       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    11,875                :
: Positions                                                                                                    :
:    8,175     3,225     1,525     4,500         0        25     1,375        65         0       885       575 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:      400        50         0       250         0         0       -50         0         0       150        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      27.2      12.8      37.9       0.0       0.2      11.6       0.5       0.0       7.5       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         .         .         0         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    50,710                :
: Positions                                                                                                    :
:   31,080    19,225         0     5,340     2,440     1,275    14,660       970     7,540     1,280     3,530 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -560       415         0    -1,850       175         0       750       -30     1,075     1,200       -70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      37.9       0.0      10.5       4.8       2.5      28.9       1.9      14.9       2.5       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        16         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    50,795                :
: Positions                                                                                                    :
:   31,065    18,405         0     6,090     2,415       825    14,660     1,145     7,985     1,280     3,425 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -550       575         0    -1,850       150         0       750       -30     1,305     1,200        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      36.2       0.0      12.0       4.8       1.6      28.9       2.3      15.7       2.5       6.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        16         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    51,018                :
: Positions                                                                                                    :
:   28,485    14,785         0    19,660     1,117    14,660       325       320     4,245    12,860        50 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:    2,655       950         0     3,610       752       -50         0         0     2,265       310         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.8      29.0       0.0      38.5       2.2      28.7       0.6       0.6       8.3      25.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    46,687                :
: Positions                                                                                                    :
:   25,205    16,125         0    16,630       907    14,185       325       365     3,775    10,325        50 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:    2,645       950         0     3,275       732      -200         0         0     1,915       135         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.0      34.5       0.0      35.6       1.9      30.4       0.7       0.8       8.1      22.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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   130,822                :
: Positions                                                                                                    :
:   57,483    94,753    30,211         0     4,076     3,624     1,180     7,835    10,280     4,680     3,555 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:    7,130     8,550     2,960         0     1,176       -50       250       100     2,110     2,750       325 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.9      72.4      23.1       0.0       3.1       2.8       0.9       6.0       7.9       3.6       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        24         .         0         .         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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   120,237                :
: Positions                                                                                                    :
:   50,425    85,875    30,723         0     4,435     4,567       425     7,152     4,950     3,452     5,265 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:    2,230     7,360     6,327         0     1,205      -150        75       225     1,290     1,652       335 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.9      71.4      25.6       0.0       3.7       3.8       0.4       5.9       4.1       2.9       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        25         .         0         .         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    32,775                :
: Positions                                                                                                    :
:   11,275    17,330    15,525     6,805       650     1,720     2,940     2,340         0     1,630         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:    1,250       300     1,000     1,305       -85      -460       240        70         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.4      52.9      47.4      20.8       2.0       5.2       9.0       7.1       0.0       5.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        13         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    26,050                :
: Positions                                                                                                    :
:    7,965    13,525    13,940     5,395       165     1,070     2,870     1,955         0     1,200         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:      600       300         0       -45         0         0       300         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.6      51.9      53.5      20.7       0.6       4.1      11.0       7.5       0.0       4.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        14         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    23,930                :
: Positions                                                                                                    :
:    7,380    12,590         0     8,100     2,000    13,250         0       255         0         0         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:     -600         0         0       300         0       730      -270       150         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.8      52.6       0.0      33.8       8.4      55.4       0.0       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        12         0         .         .         4         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    63,668                :
: Positions                                                                                                    :
:   39,728    29,428     2,970     4,940     7,960         0     9,705       525       995         0         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:    3,180    -1,120    -1,280     2,485       -95         0       725         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.4      46.2       4.7       7.8      12.5       0.0      15.2       0.8       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        20         .         .         .         0         4         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2019           
:                                             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    52,825                :
: Positions                                                                                                    :
:   26,790    20,115       860     4,275     8,365       475     4,500       180       525         0         0 :
:                                                                                                              :
: Changes from:     January 29, 2019                                                                           :
:    3,270       570    -1,265     1,350       900         0       125         0       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.7      38.1       1.6       8.1      15.8       0.9       8.5       0.3       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        16         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated February 22, 2019