﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>QJ2 - PJM JCPL PEAK LMP FUTURE</Name>
  <Categories>
    <PortfolioCategory>
      <Name>Year 20X0</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>QJ2F0</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JAN 20X0</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2G0</Name>
          <Description>PJM JCPL PEAK LMP FUTURE FEB 20X0</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2H0</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAR 20X0</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2J0</Name>
          <Description>PJM JCPL PEAK LMP FUTURE APR 20X0</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2K0</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAY 20X0</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2M0</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUN 20X0</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2N0</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUL 20X0</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Q0</Name>
          <Description>PJM JCPL PEAK LMP FUTURE AUG 20X0</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2U0</Name>
          <Description>PJM JCPL PEAK LMP FUTURE SEP 20X0</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2V0</Name>
          <Description>PJM JCPL PEAK LMP FUTURE OCT 20X0</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2X0</Name>
          <Description>PJM JCPL PEAK LMP FUTURE NOV 20X0</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Z0</Name>
          <Description>PJM JCPL PEAK LMP FUTURE DEC 20X0</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X1</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>QJ2F1</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JAN 20X1</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2G1</Name>
          <Description>PJM JCPL PEAK LMP FUTURE FEB 20X1</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2H1</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAR 20X1</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2J1</Name>
          <Description>PJM JCPL PEAK LMP FUTURE APR 20X1</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2K1</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAY 20X1</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2M1</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUN 20X1</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2N1</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUL 20X1</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Q1</Name>
          <Description>PJM JCPL PEAK LMP FUTURE AUG 20X1</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2U1</Name>
          <Description>PJM JCPL PEAK LMP FUTURE SEP 20X1</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2V1</Name>
          <Description>PJM JCPL PEAK LMP FUTURE OCT 20X1</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
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          <Description>PJM JCPL PEAK LMP FUTURE NOV 20X1</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Z1</Name>
          <Description>PJM JCPL PEAK LMP FUTURE DEC 20X1</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X2</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>QJ2F2</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JAN 20X2</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2G2</Name>
          <Description>PJM JCPL PEAK LMP FUTURE FEB 20X2</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2H2</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAR 20X2</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2J2</Name>
          <Description>PJM JCPL PEAK LMP FUTURE APR 20X2</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2K2</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAY 20X2</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2M2</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUN 20X2</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2N2</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUL 20X2</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Q2</Name>
          <Description>PJM JCPL PEAK LMP FUTURE AUG 20X2</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2U2</Name>
          <Description>PJM JCPL PEAK LMP FUTURE SEP 20X2</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2V2</Name>
          <Description>PJM JCPL PEAK LMP FUTURE OCT 20X2</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2X2</Name>
          <Description>PJM JCPL PEAK LMP FUTURE NOV 20X2</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Z2</Name>
          <Description>PJM JCPL PEAK LMP FUTURE DEC 20X2</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X3</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>QJ2F3</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JAN 20X3</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2G3</Name>
          <Description>PJM JCPL PEAK LMP FUTURE FEB 20X3</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2H3</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAR 20X3</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2J3</Name>
          <Description>PJM JCPL PEAK LMP FUTURE APR 20X3</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2K3</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAY 20X3</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2M3</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUN 20X3</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2N3</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUL 20X3</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Q3</Name>
          <Description>PJM JCPL PEAK LMP FUTURE AUG 20X3</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2U3</Name>
          <Description>PJM JCPL PEAK LMP FUTURE SEP 20X3</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2V3</Name>
          <Description>PJM JCPL PEAK LMP FUTURE OCT 20X3</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2X3</Name>
          <Description>PJM JCPL PEAK LMP FUTURE NOV 20X3</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Z3</Name>
          <Description>PJM JCPL PEAK LMP FUTURE DEC 20X3</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X4</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>QJ2F4</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JAN 20X4</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2G4</Name>
          <Description>PJM JCPL PEAK LMP FUTURE FEB 20X4</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2H4</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAR 20X4</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
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          <Description>PJM JCPL PEAK LMP FUTURE APR 20X4</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
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          <Name>QJ2K4</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAY 20X4</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
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          <Description>PJM JCPL PEAK LMP FUTURE JUN 20X4</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2N4</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUL 20X4</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
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          <Description>PJM JCPL PEAK LMP FUTURE AUG 20X4</Description>
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          <TickSize>0.01</TickSize>
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          <Description>PJM JCPL PEAK LMP FUTURE SEP 20X4</Description>
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          <PipSize>2</PipSize>
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          <TickSize>0.01</TickSize>
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        <PortfolioSymbol>
          <Name>QJ2V4</Name>
          <Description>PJM JCPL PEAK LMP FUTURE OCT 20X4</Description>
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          <PipSize>2</PipSize>
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          <TickSize>0.01</TickSize>
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          <Name>QJ2X4</Name>
          <Description>PJM JCPL PEAK LMP FUTURE NOV 20X4</Description>
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          <PipSize>2</PipSize>
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          <TickSize>0.01</TickSize>
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          <Description>PJM JCPL PEAK LMP FUTURE DEC 20X4</Description>
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          <TickSize>0.01</TickSize>
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      <Name>Year 20X5</Name>
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        <PortfolioSymbol>
          <Name>QJ2F5</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JAN 20X5</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
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        <PortfolioSymbol>
          <Name>QJ2G5</Name>
          <Description>PJM JCPL PEAK LMP FUTURE FEB 20X5</Description>
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          <PipSize>2</PipSize>
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          <TickSize>0.01</TickSize>
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          <Name>QJ2H5</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAR 20X5</Description>
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          <PipSize>2</PipSize>
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          <TickSize>0.01</TickSize>
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          <Description>PJM JCPL PEAK LMP FUTURE APR 20X5</Description>
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          <PipSize>2</PipSize>
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          <TickSize>0.01</TickSize>
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          <Description>PJM JCPL PEAK LMP FUTURE MAY 20X5</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
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          <Description>PJM JCPL PEAK LMP FUTURE JUN 20X5</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
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          <Description>PJM JCPL PEAK LMP FUTURE JUL 20X5</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Q5</Name>
          <Description>PJM JCPL PEAK LMP FUTURE AUG 20X5</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2U5</Name>
          <Description>PJM JCPL PEAK LMP FUTURE SEP 20X5</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2V5</Name>
          <Description>PJM JCPL PEAK LMP FUTURE OCT 20X5</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2X5</Name>
          <Description>PJM JCPL PEAK LMP FUTURE NOV 20X5</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Z5</Name>
          <Description>PJM JCPL PEAK LMP FUTURE DEC 20X5</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X6</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>QJ2F6</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JAN 20X6</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2G6</Name>
          <Description>PJM JCPL PEAK LMP FUTURE FEB 20X6</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2H6</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAR 20X6</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2J6</Name>
          <Description>PJM JCPL PEAK LMP FUTURE APR 20X6</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2K6</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAY 20X6</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2M6</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUN 20X6</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2N6</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUL 20X6</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Q6</Name>
          <Description>PJM JCPL PEAK LMP FUTURE AUG 20X6</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2U6</Name>
          <Description>PJM JCPL PEAK LMP FUTURE SEP 20X6</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2V6</Name>
          <Description>PJM JCPL PEAK LMP FUTURE OCT 20X6</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2X6</Name>
          <Description>PJM JCPL PEAK LMP FUTURE NOV 20X6</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Z6</Name>
          <Description>PJM JCPL PEAK LMP FUTURE DEC 20X6</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X7</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>QJ2F7</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JAN 20X7</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2G7</Name>
          <Description>PJM JCPL PEAK LMP FUTURE FEB 20X7</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2H7</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAR 20X7</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2J7</Name>
          <Description>PJM JCPL PEAK LMP FUTURE APR 20X7</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2K7</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAY 20X7</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2M7</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUN 20X7</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2N7</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUL 20X7</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Q7</Name>
          <Description>PJM JCPL PEAK LMP FUTURE AUG 20X7</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2U7</Name>
          <Description>PJM JCPL PEAK LMP FUTURE SEP 20X7</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2V7</Name>
          <Description>PJM JCPL PEAK LMP FUTURE OCT 20X7</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2X7</Name>
          <Description>PJM JCPL PEAK LMP FUTURE NOV 20X7</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Z7</Name>
          <Description>PJM JCPL PEAK LMP FUTURE DEC 20X7</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X8</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>QJ2F8</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JAN 20X8</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2G8</Name>
          <Description>PJM JCPL PEAK LMP FUTURE FEB 20X8</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2H8</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAR 20X8</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2J8</Name>
          <Description>PJM JCPL PEAK LMP FUTURE APR 20X8</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2K8</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAY 20X8</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2M8</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUN 20X8</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2N8</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUL 20X8</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Q8</Name>
          <Description>PJM JCPL PEAK LMP FUTURE AUG 20X8</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2U8</Name>
          <Description>PJM JCPL PEAK LMP FUTURE SEP 20X8</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2V8</Name>
          <Description>PJM JCPL PEAK LMP FUTURE OCT 20X8</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2X8</Name>
          <Description>PJM JCPL PEAK LMP FUTURE NOV 20X8</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Z8</Name>
          <Description>PJM JCPL PEAK LMP FUTURE DEC 20X8</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X9</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>QJ2F9</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JAN 20X9</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2G9</Name>
          <Description>PJM JCPL PEAK LMP FUTURE FEB 20X9</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2H9</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAR 20X9</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2J9</Name>
          <Description>PJM JCPL PEAK LMP FUTURE APR 20X9</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2K9</Name>
          <Description>PJM JCPL PEAK LMP FUTURE MAY 20X9</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2M9</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUN 20X9</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2N9</Name>
          <Description>PJM JCPL PEAK LMP FUTURE JUL 20X9</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Q9</Name>
          <Description>PJM JCPL PEAK LMP FUTURE AUG 20X9</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2U9</Name>
          <Description>PJM JCPL PEAK LMP FUTURE SEP 20X9</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2V9</Name>
          <Description>PJM JCPL PEAK LMP FUTURE OCT 20X9</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2X9</Name>
          <Description>PJM JCPL PEAK LMP FUTURE NOV 20X9</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QJ2Z9</Name>
          <Description>PJM JCPL PEAK LMP FUTURE DEC 20X9</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
  </Categories>
</Portfolio>