Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    23,278                :
: Positions                                                                                                    :
:    9,902     9,755     2,225         0       404       309     9,007       495     7,979     1,399     1,002 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:     -453      -845      -431        -1      -128        10      -910       -45    -1,262      -357       245 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.5      41.9       9.6       0.0       1.7       1.3      38.7       2.1      34.3       6.0       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       11        11         5         0         .         .         .         .         8         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    40,609                :
: Positions                                                                                                    :
:   20,943    20,028         0     7,216     6,030     5,984       191     1,817     1,380       330     4,017 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      796     1,353         0       231       132        42       150       175       867       -15       409 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.6      49.3       0.0      17.8      14.8      14.7       0.5       4.5       3.4       0.8       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       28        25         0         4         .         6         .         7         5         4         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    45,722                :
: Positions                                                                                                    :
:   28,606    41,444     8,236         0     2,301       325       758       245     5,025        50       925 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      772       885       348         0       153         0       215        23       -25         0       225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      90.6      18.0       0.0       5.0       0.7       1.7       0.5      11.0       0.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        20         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    23,640                :
: Positions                                                                                                    :
:   17,078    19,183         0     2,545     1,162         0       200        25     4,925        75       450 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      334       240         0      -275       138       -25       200        25         0         0       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      81.1       0.0      10.8       4.9       0.0       0.8       0.1      20.8       0.3       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        16         0         .         .         0         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   155,026                :
: Positions                                                                                                    :
:  135,510   109,919     1,361    31,643     4,025     1,395     2,377     3,860     6,187       558     2,453 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    3,531     4,339       110     1,905       349       795      -540       615     1,265        20      -590 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      70.9       0.9      20.4       2.6       0.9       1.5       2.5       4.0       0.4       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       32        35         .         .         4         4         4         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    55,693                :
: Positions                                                                                                    :
:   47,006    39,348     4,002     5,978     3,678       150     5,067       457       125     1,000       150 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    1,972     1,526       459       672        53       -25       183       -42        50        75        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      70.7       7.2      10.7       6.6       0.3       9.1       0.8       0.2       1.8       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        18         .         .         .         .         4         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    57,419                :
: Positions                                                                                                    :
:   37,456    44,464     8,334     6,860     2,405     8,550       650         0         0     2,428       502 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    1,942     1,076      -310      -255       555     1,350         0         0         0     2,170      -200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      77.4      14.5      11.9       4.2      14.9       1.1       0.0       0.0       4.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        23         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    79,439                :
: Positions                                                                                                    :
:   45,776    48,019     4,478    21,317     5,648    20,965     1,310       210         0     1,418     1,472 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    1,643     1,025      -254      -245       335     1,555       120         0      -752     1,418       527 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      60.4       5.6      26.8       7.1      26.4       1.6       0.3       0.0       1.8       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        24         .         .         .         5         4         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    84,443                :
: Positions                                                                                                    :
:   61,812    61,245    15,578    21,858       268     2,075       100         0     3,102         0       840 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    2,717     5,841     2,400       829        43     1,200         0         0       250         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      72.5      18.4      25.9       0.3       2.5       0.1       0.0       3.7       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        22         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2019  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV   16 mwh                                                         :
CFTC Code #06439E                                                    Open Interest is     6,100                :
: Positions                                                                                                    :
:    4,750     4,350       750     1,400         0       600         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:   -2,650    -2,350       550       900       -50       450       -50      -150         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      71.3      12.3      23.0       0.0       9.8       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         7         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   118,472                :
: Positions                                                                                                    :
:   84,063    77,497    25,739    39,371       611     2,345       100         0     4,056         0       800 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    2,882     5,931     2,400       740      -210     1,200         0         0       250         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      65.4      21.7      33.2       0.5       2.0       0.1       0.0       3.4       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        24         .         .         4         .         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    43,320                :
: Positions                                                                                                    :
:   31,245    41,115     9,945         0     1,850         0         0         0        75       170        65 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      165       400       325         0       -25         0         0         0       -20        70       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      94.9      23.0       0.0       4.3       0.0       0.0       0.0       0.2       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        17         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    25,866                :
: Positions                                                                                                    :
:   22,629    21,117         0     2,197     2,445         0         0         0       332        30        45 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      -85      -162         0       170       -50         0         0         0         5         0       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      81.6       0.0       8.5       9.5       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- Options and Futures Combined Positions as of January 29, 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     8,775                :
: Positions                                                                                                    :
:    7,285     8,175       390         0       300         0       300         0       800         0         0 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      93.2       4.4       0.0       3.4       0.0       3.4       0.0       9.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         9         .         0         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    62,712                :
: Positions                                                                                                    :
:   41,624    38,445     3,822     8,789     8,469       880       122       438     3,736     3,211     3,229 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      742       876       623       -86      -237       376        -4        22      -206       790         7 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      61.3       6.1      14.0      13.5       1.4       0.2       0.7       6.0       5.1       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       28        28         .         .         .         5         .         .         5         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    11,561                :
: Positions                                                                                                    :
:    5,655     9,155     3,196       600       150       300         0         0     1,650       960       300 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      240       540         0         0         0       300         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.9      79.2      27.6       5.2       1.3       2.6       0.0       0.0      14.3       8.3       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        13         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    58,213                :
: Positions                                                                                                    :
:   44,168    54,555    10,175         0     3,245         0         0         0       495       100       120 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      338       598       250         0        50         0         0         0         5         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      93.7      17.5       0.0       5.6       0.0       0.0       0.0       0.9       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        20         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    39,027                :
: Positions                                                                                                    :
:   34,587    25,484       600    12,695       294     2,735        90         0       184       254       205 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:       54       619         0      -135       240       389         0         0       -19       -75        34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.6      65.3       1.5      32.5       0.8       7.0       0.2       0.0       0.5       0.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        23         .         .         .         5         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    70,554                :
: Positions                                                                                                    :
:   57,438    63,269     6,636     4,850     1,790       300         0         0     3,925       300         7 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    1,630     1,440        50         0         0      -300         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      89.7       9.4       6.9       2.5       0.4       0.0       0.0       5.6       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        16         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    75,063                :
: Positions                                                                                                    :
:   60,557    64,805     7,169     6,113     2,330         0         0         0     4,269     1,800        10 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      872     1,072       120         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      86.3       9.6       8.1       3.1       0.0       0.0       0.0       5.7       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       21        16         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    93,846                :
: Positions                                                                                                    :
:   76,801    86,473    13,921     4,101     2,768         0        30       100        25       272       101 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:   -4,279     2,119     4,874    -1,694       419         0        30       100       -40        94        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      92.1      14.8       4.4       2.9       0.0       0.0       0.1       0.0       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       19        23         .         .         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   121,052                :
: Positions                                                                                                    :
:   99,028   107,646    15,632     5,040     3,388         0     2,780        91       847       464     1,619 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:   -4,307     1,460     5,280    -1,499       517         0       573        20      -413        -3       560 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      88.9      12.9       4.2       2.8       0.0       2.3       0.1       0.7       0.4       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       22        27         .         4         4         0         6         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    50,500                :
: Positions                                                                                                    :
:   41,775    46,505     5,255         0     3,420         0       150         0         0       375        50 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:        0       450       525         0       -75         0        75         0       -50       -50        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      92.1      10.4       0.0       6.8       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- Options and Futures Combined Positions as of January 29, 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    51,893                :
: Positions                                                                                                    :
:   41,843    46,199     3,700     1,516     2,997     1,275         0       350       300       523       195 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      196       370      -165      -352       198         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      89.0       7.1       2.9       5.8       2.5       0.0       0.7       0.6       1.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        16         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    60,314                :
: Positions                                                                                                    :
:   31,449    55,009     1,700       592     3,969    22,246         0         0         0       606        75 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      425     1,020      -715      -891       426       200         0         0         0      -150         6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      91.2       2.8       1.0       6.6      36.9       0.0       0.0       0.0       1.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        23         .         .         .         5         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    34,886                :
: Positions                                                                                                    :
:   20,007    34,304    13,993         0       235       225         0       280         0         0         0 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      112        10      -118         0        85        25         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      98.3      40.1       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                     :
:       13        12         4         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    31,405                :
: Positions                                                                                                    :
:   20,370    31,073    10,833         0       192         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      115      -112      -167         0        12         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      98.9      34.5       0.0       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        12         4         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    33,064                :
: Positions                                                                                                    :
:   29,922    30,006     1,918       370       937       120       605         0         0     1,121         0 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      187       -63       176         0         4         0         0         0         0       425      -300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      90.8       5.8       1.1       2.8       0.4       1.8       0.0       0.0       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       15        20         .         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    23,540                :
: Positions                                                                                                    :
:   19,692    22,810     3,162         0       160         0       195       205        80        65       100 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      580       840       369         0         0         0         0         0      -110         0       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      96.9      13.4       0.0       0.7       0.0       0.8       0.9       0.3       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        17         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    46,395                :
: Positions                                                                                                    :
:   39,233    31,998     4,447    10,967       394       125     1,051     1,475       356       230       200 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      497       254        15        49         3       125       277        61         0        50       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      69.0       9.6      23.6       0.8       0.3       2.3       3.2       0.8       0.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        23         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    38,526                :
: Positions                                                                                                    :
:   33,448    25,201     3,264    12,320       527     1,072        40       190         0       195         5 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      305       172        17       -10         0      -100        40       100         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      65.4       8.5      32.0       1.4       2.8       0.1       0.5       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        18         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    16,477                :
: Positions                                                                                                    :
:   11,525    12,150     2,031     2,804     1,523       597         0         0       625         0         0 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      465       140        50       375        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.9      73.7      12.3      17.0       9.2       3.6       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- Options and Futures Combined Positions as of January 29, 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    19,331                :
: Positions                                                                                                    :
:   10,626    17,391     3,254         0     1,290         0       300        50     3,811         0       300 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      600     1,300       100         0         0         0         0         0       600         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      90.0      16.8       0.0       6.7       0.0       1.6       0.3      19.7       0.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         9         .         0         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    20,604                :
: Positions                                                                                                    :
:   12,024    17,749     3,436         0     1,060         0     1,000        50     3,289         0       745 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      600     1,400       200         0         0         0         0         0       600         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      86.1      16.7       0.0       5.1       0.0       4.9       0.2      16.0       0.0       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        10         .         0         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    23,907                :
: Positions                                                                                                    :
:   10,003    12,040     9,150     8,313       125       100         0         0     3,760     2,905       440 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      191      -100         0         0         0         0         0         0      -100         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.8      50.4      38.3      34.8       0.5       0.4       0.0       0.0      15.7      12.2       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        11         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    22,474                :
: Positions                                                                                                    :
:    8,858    10,700     8,733     8,283       125       100         0         0     3,890     2,855       440 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      199       -25         0         0         0         0         0         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.4      47.6      38.9      36.9       0.6       0.4       0.0       0.0      17.3      12.7       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         9         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    54,380                :
: Positions                                                                                                    :
:   36,150    46,915     8,167         0     3,775       600       575       150     2,735       350     2,575 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    3,350       975      -465         0       600         0         0         0    -1,860        50       825 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      86.3      15.0       0.0       6.9       1.1       1.1       0.3       5.0       0.6       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        13         4         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    54,207                :
: Positions                                                                                                    :
:   36,851    46,738     7,741         0     3,279       600       575       150     3,005     1,100     2,325 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    3,350       975      -525         0       587         0         0         0    -1,800        50       575 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      86.2      14.3       0.0       6.0       1.1       1.1       0.3       5.5       2.0       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        11         4         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   132,248                :
: Positions                                                                                                    :
:  103,754    96,847    14,440    14,064     3,080     1,810       965       125     8,816    17,022        95 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    4,294     3,780         0       860       -95         0         0         0       136      -210       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      73.2      10.9      10.6       2.3       1.4       0.7       0.1       6.7      12.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       30        22         .         4         .         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   137,331                :
: Positions                                                                                                    :
:  108,570    94,610    17,350    19,600     2,846       345     1,085       760     6,765    17,865       495 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    3,734     3,265         0       785      -210        -5         0         5        50      -200        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      68.9      12.6      14.3       2.1       0.3       0.8       0.6       4.9      13.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       33        26         .         5         .         .         4         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   297,162                :
: Positions                                                                                                    :
:  183,857   205,986    46,465    29,271    18,327    11,077    16,525    14,892    15,586     5,404     6,320 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    5,913     5,763    -1,578      -817     1,095       984       146       111       944     1,076       419 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      69.3      15.6       9.9       6.2       3.7       5.6       5.0       5.2       1.8       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       38        38         .         .         4         9         5        12         9         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    27,223                :
: Positions                                                                                                    :
:   13,238    26,918     7,495         0         0       930         0        20     5,435       205        80 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:        0       950       300         0         0         0         0         0       650         0      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.6      98.9      27.5       0.0       0.0       3.4       0.0       0.1      20.0       0.8       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        10         .         0         0         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    26,183                :
: Positions                                                                                                    :
:   12,156    24,473     7,844         0         0       450     1,500         0     5,541        55       155 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:        0       950       300         0         0         0         0         0       650         0      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.4      93.5      30.0       0.0       0.0       1.7       5.7       0.0      21.2       0.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        10         .         0         0         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    18,787                :
: Positions                                                                                                    :
:    5,720     9,752    10,577     4,655       245       475     2,515       225       450       300         0 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:     -250      -350         0       -25         0         0       125        25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.4      51.9      56.3      24.8       1.3       2.5      13.4       1.2       2.4       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        11         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    65,581                :
: Positions                                                                                                    :
:   25,814    23,126    20,343    24,820       140     3,680     5,675     2,140     4,435         0     1,455 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      540     1,460     1,765       765         0     2,320         0      -305    -2,400         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.4      35.3      31.0      37.8       0.2       5.6       8.7       3.3       6.8       0.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        18         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    64,661                :
: Positions                                                                                                    :
:   25,787    22,376    19,620    25,415       175     4,510     5,675     2,195     4,020         0     1,285 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      505     1,420     1,760       765         0     2,320         0      -310    -2,400         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.9      34.6      30.3      39.3       0.3       7.0       8.8       3.4       6.2       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        19         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    22,465                :
: Positions                                                                                                    :
:   13,066     6,585     3,119         0     1,037       150     6,025       350         0     4,050       420 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:        0     1,225      -600         0       252         0       -25         0         0    -1,800       420 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.2      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- Options and Futures Combined Positions as of January 29, 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    22,210                :
: Positions                                                                                                    :
:   12,426     6,635     3,514         0       942       150     6,025       350         0     3,750       420 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:        0     1,225      -600         0       264         0       -25         0         0    -1,800       420 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      29.9      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- Options and Futures Combined Positions as of January 29, 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    31,441                :
: Positions                                                                                                    :
:   10,486    23,081     3,477     3,630       385    11,450       655         0     2,200         0         0 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:        0         0         0        75         0         0       -75         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.4      73.4      11.1      11.5       1.2      36.4       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- Options and Futures Combined Positions as of January 29, 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     6,085       410     9,950       655         0     2,100         0         0 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:        0         0         0        75         0         0       -75         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      64.2      11.0      20.2       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- Options and Futures Combined Positions as of January 29, 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    34,705                :
: Positions                                                                                                    :
:   12,540    28,610     7,985         0       155     3,450       650       155     5,415       350     1,690 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      -25       150         0         0         0         0       -75        75       100         0      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.1      82.4      23.0       0.0       0.4       9.9       1.9       0.4      15.6       1.0       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14         9         .         0         .         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    32,705                :
: Positions                                                                                                    :
:   11,145    27,735     7,730         0       120     3,000       650       155     6,290         0       990 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      -25       150         0         0         0         0       -75        75       100         0      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      84.8      23.6       0.0       0.4       9.2       2.0       0.5      19.2       0.0       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14         8         .         0         .         4         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    11,955                :
: Positions                                                                                                    :
:    8,335     3,565     1,225     4,300        50        25     1,445        65         0       595       715 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      29.8      10.2      36.0       0.4       0.2      12.1       0.5       0.0       5.0       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    11,415                :
: Positions                                                                                                    :
:    7,775     3,175     1,525     4,250         0        25     1,425        65         0       735       515 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      27.8      13.4      37.2       0.0       0.2      12.5       0.6       0.0       6.4       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         .         .         0         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    48,870                :
: Positions                                                                                                    :
:   31,640    18,810         0     7,190     2,265     1,275    13,910     1,000     6,465        80     3,600 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      175       970         0      -650       -50         0       200         0       345         0       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      38.5       0.0      14.7       4.6       2.6      28.5       2.0      13.2       0.2       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        15         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    48,730                :
: Positions                                                                                                    :
:   31,615    17,830         0     7,940     2,265       825    13,910     1,175     6,680        80     3,410 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      175       995         0      -650       -50         0       200         0       370         0       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      36.6       0.0      16.3       4.6       1.7      28.5       2.4      13.7       0.2       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        15         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    47,350                :
: Positions                                                                                                    :
:   25,830    13,835         0    16,050       365    14,710       325       320     1,980    12,550        50 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      510     1,710         0    -2,100       190         0         0         0         0       900         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      29.2       0.0      33.9       0.8      31.1       0.7       0.7       4.2      26.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    42,875                :
: Positions                                                                                                    :
:   22,560    15,175         0    13,355       175    14,385       325       365     1,860    10,190        50 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      510     1,710         0    -2,100         0         0         0         0         0       900         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.6      35.4       0.0      31.1       0.4      33.6       0.8       0.9       4.3      23.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   116,397                :
: Positions                                                                                                    :
:   50,353    86,203    27,251         0     2,900     3,674       930     7,735     8,170     1,930     3,230 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    3,676     2,126      -410         0      -125       200       100       -25    -1,240         0       460 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.3      74.1      23.4       0.0       2.5       3.2       0.8       6.6       7.0       1.7       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        24         .         0         .         .         .         4         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   108,011                :
: Positions                                                                                                    :
:   48,195    78,515    24,396         0     3,230     4,717       350     6,927     3,660     1,800     4,930 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    3,535     2,035      -410         0      -125       175        75         0    -1,190         0       620 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.6      72.7      22.6       0.0       3.0       4.4       0.3       6.4       3.4       1.7       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        25         .         0         .         .         .         4         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    30,945                :
: Positions                                                                                                    :
:   10,025    17,030    14,525     5,500       735     2,180     2,700     2,270         0     1,630         0 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:     -120       120       495        30       -40      -225         0       350         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.4      55.0      46.9      17.8       2.4       7.0       8.7       7.3       0.0       5.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        13         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    25,450                :
: Positions                                                                                                    :
:    7,365    13,225    13,940     5,440       165     1,070     2,570     1,955         0     1,200         0 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:      -50       145       495         5         0      -175        50       550         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.9      52.0      54.8      21.4       0.6       4.2      10.1       7.7       0.0       4.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        14         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    23,650                :
: Positions                                                                                                    :
:    7,980    12,590         0     7,800     2,000    12,520       270       105         0         0         0 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:        0       120         0       705       120       650      -175       -15         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.7      53.2       0.0      33.0       8.5      52.9       1.1       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        12         0         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    61,058                :
: Positions                                                                                                    :
:   36,548    30,548     4,250     2,455     8,055         0     8,980       525       995         0         0 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:    2,118        68        30     1,450      -160         0       600        50       -30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      50.0       7.0       4.0      13.2       0.0      14.7       0.9       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- Options and Futures Combined Positions as of January 29, 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    49,325                :
: Positions                                                                                                    :
:   23,520    19,545     2,125     2,925     7,465       475     4,375       180       425         0         0 :
:                                                                                                              :
: Changes from:     January 22, 2019                                                                           :
:     -185    -1,525     1,250     2,090       115         0       500        50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.7      39.6       4.3       5.9      15.1       1.0       8.9       0.4       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        16         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated February 19, 2019