COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-024656
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    20,108:    13,869     10,557      1,036        134      1,083        412      1,215        291        415      4,087      2,117:      885       624
Old  :    20,108:    13,869     10,557      1,036        134      1,083        412      1,215        291        415      4,087      2,117:      885       624
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :    -1,106:      -823     -1,236       -133        -55         46         37          0        -54        -51        564       -170:       42      -201
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       52.5        5.2        0.7        5.4        2.0        6.0        1.4        2.1       20.3       10.5:      4.4       3.1
Old  :     100.0:      69.0       52.5        5.2        0.7        5.4        2.0        6.0        1.4        2.1       20.3       10.5:      4.4       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        12         10          .          .          4          .          .          .          .          5          5:
Old  :        27:        12         10          .          .          4          .          .          .          .          5          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       45.5       68.2       71.4       26.7       26.0       35.2       37.8
Old  :                 43.5       45.5       68.2       71.4       26.7       26.0       35.2       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-064363
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    10,110:     5,521      5,461        723      2,505      1,071      2,101        220         44        457        594          0:      193       215
Old  :    10,110:     5,521      5,461        723      2,505      1,071      2,101        220         44        457        594          0:      193       215
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.6       54.0        7.2       24.8       10.6       20.8        2.2        0.4        4.5        5.9        0.0:      1.9       2.1
Old  :     100.0:      54.6       54.0        7.2       24.8       10.6       20.8        2.2        0.4        4.5        5.9        0.0:      1.9       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        11         14          .          .          .          .          .          .          .          5          0:
Old  :        31:        11         14          .          .          .          .          .          .          .          5          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       67.8       83.8       82.5       50.7       59.5       65.2       67.1
Old  :                 62.1       67.8       83.8       82.5       50.7       59.5       65.2       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    42,404:    27,939     37,559      5,785          0      2,298        380        100        207      3,805        240      1,975:       15        25
Old  :    42,404:    27,939     37,559      5,785          0      2,298        380        100        207      3,805        240      1,975:       15        25
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       476:       365        165       -425          0        211         50          0        -50          0       -175        325:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.9       88.6       13.6        0.0        5.4        0.9        0.2        0.5        9.0        0.6        4.7:      0.0       0.1
Old  :     100.0:      65.9       88.6       13.6        0.0        5.4        0.9        0.2        0.5        9.0        0.6        4.7:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        22         22          .          0          .          .          .          .          .          4          5:
Old  :        35:        22         22          .          0          .          .          .          .          .          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       55.8       72.5       80.4       40.7       47.0       60.6       65.2
Old  :                 47.3       55.8       72.5       80.4       40.7       47.0       60.6       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 MWh)                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    34,806:    27,714     28,646          0      1,820      1,361          0        348        456      3,625        525      1,650:        0         0
Old  :    34,806:    27,714     28,646          0      1,820      1,361          0        348        456      3,625        525      1,650:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     2,165:     1,775      2,025          0         75       -135          0          0          0        400         75        125:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.6       82.3        0.0        5.2        3.9        0.0        1.0        1.3       10.4        1.5        4.7:      0.0       0.0
Old  :     100.0:      79.6       82.3        0.0        5.2        3.9        0.0        1.0        1.3       10.4        1.5        4.7:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         18          0          .          .          0          .          .          4          .          5:
Old  :        33:        19         18          0          .          .          0          .          .          4          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       64.0       74.2       84.0       51.5       58.6       70.8       72.7
Old  :                 53.7       64.0       74.2       84.0       51.5       58.6       70.8       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                                                                  Code-064394
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   143,723:   118,037    100,599      3,353     18,857      6,255      2,480      1,631      6,892      2,845      5,740      3,665:      196        84
Old  :   143,723:   118,037    100,599      3,353     18,857      6,255      2,480      1,631      6,892      2,845      5,740      3,665:      196        84
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       669:      -376        651       -472     -1,281      1,147       -190       -250          5        691        509       -112:      -24         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.1       70.0        2.3       13.1        4.4        1.7        1.1        4.8        2.0        4.0        2.6:      0.1       0.1
Old  :     100.0:      82.1       70.0        2.3       13.1        4.4        1.7        1.1        4.8        2.0        4.0        2.6:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        29         32          .          .          4          .          7          4          5          8          8:
Old  :        62:        29         32          .          .          4          .          7          4          5          8          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       32.8       70.1       56.6       44.1       31.2       50.7       44.1
Old  :                 51.7       32.8       70.1       56.6       44.1       31.2       50.7       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                                  Code-064395
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    69,876:    56,191     50,965      4,440      7,903      4,316        325      1,114      2,180        950      1,904      1,474:        0        20
Old  :    69,876:    56,191     50,965      4,440      7,903      4,316        325      1,114      2,180        950      1,904      1,474:        0        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       628:       120          5         60        -95        163         25        195        -65        104        204        221:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.4       72.9        6.4       11.3        6.2        0.5        1.6        3.1        1.4        2.7        2.1:      0.0       0.0
Old  :     100.0:      80.4       72.9        6.4       11.3        6.2        0.5        1.6        3.1        1.4        2.7        2.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        21         20          .          .          .          .          4          .          4          .          .:
Old  :        42:        21         20          .          .          .          .          4          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       75.2       76.5       88.7       54.2       60.6       65.7       70.2
Old  :                 56.7       75.2       76.5       88.7       54.2       60.6       65.7       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                              Code-064396
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    40,226:    36,654     28,010        684      8,650      1,288          0        903          0        800        575        800:        0         0
Old  :    40,226:    36,654     28,010        684      8,650      1,288          0        903          0        800        575        800:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,203:       530      1,580          0     -1,375        448          0         75          0        250        500        -25:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.1       69.6        1.7       21.5        3.2        0.0        2.2        0.0        2.0        1.4        2.0:      0.0       0.0
Old  :     100.0:      91.1       69.6        1.7       21.5        3.2        0.0        2.2        0.0        2.0        1.4        2.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        12         14          .          .          .          0          .          0          .          .          4:
Old  :        29:        12         14          .          .          .          0          .          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.5       77.8       91.6       90.4       70.9       64.7       76.2       77.0
Old  :                 78.5       77.8       91.6       90.4       70.9       64.7       76.2       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                                                                                                Code-06439A
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    58,765:    31,561     23,941        764     24,480      4,077     15,750        150         50      1,522      1,190      4,864:      177        13
Old  :    58,765:    31,561     23,941        764     24,480      4,077     15,750        150         50      1,522      1,190      4,864:      177        13
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :    -1,066:      -582     -1,095        125        635       -608          0          0          0         -3          0          2:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.7       40.7        1.3       41.7        6.9       26.8        0.3        0.1        2.6        2.0        8.3:      0.3       0.0
Old  :     100.0:      53.7       40.7        1.3       41.7        6.9       26.8        0.3        0.1        2.6        2.0        8.3:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        18         19          .          .          5          .          .          .          .          .          .:
Old  :        39:        18         19          .          .          5          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       64.3       71.7       80.4       47.8       52.4       58.9       65.0
Old  :                 49.5       64.3       71.7       80.4       47.8       52.4       58.9       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-06439B
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    77,706:    42,542     25,605          0     40,650      5,436     23,797        400        100      2,092      2,380      2,962:      777       173
Old  :    77,706:    42,542     25,605          0     40,650      5,436     23,797        400        100      2,092      2,380      2,962:      777       173
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :      -591:      -749     -1,293          0        565          2        127        -25         50         -8        173        -18:        5       -45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.7       33.0        0.0       52.3        7.0       30.6        0.5        0.1        2.7        3.1        3.8:      1.0       0.2
Old  :     100.0:      54.7       33.0        0.0       52.3        7.0       30.6        0.5        0.1        2.7        3.1        3.8:      1.0       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        20         20          0          4          4          5          .          .          .          .          .:
Old  :        42:        20         20          0          4          4          5          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       68.4       70.2       83.2       51.1       60.3       63.2       71.2
Old  :                 52.0       68.4       70.2       83.2       51.1       60.3       63.2       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                           Code-06439C
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    73,947:    57,918     46,037      7,408     21,707      3,706        300          0          0      1,773        227      2,260:      582        10
Old  :    73,947:    57,918     46,037      7,408     21,707      3,706        300          0          0      1,773        227      2,260:      582        10
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,896:     1,968      1,557          0        430        -75          0          0          0          0         -3          3:        0       -16
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.3       62.3       10.0       29.4        5.0        0.4        0.0        0.0        2.4        0.3        3.1:      0.8       0.0
Old  :     100.0:      78.3       62.3       10.0       29.4        5.0        0.4        0.0        0.0        2.4        0.3        3.1:      0.8       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        22         21          .          .          .          .          0          0          .          .          .:
Old  :        38:        22         21          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       68.1       69.4       83.8       39.5       68.1       60.1       76.8
Old  :                 43.8       68.1       69.4       83.8       39.5       68.1       60.1       76.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439F
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    92,054:    69,096     52,777     15,511     33,957      2,101        300          0          0      1,472        241      2,738:      836       240
Old  :    92,054:    69,096     52,777     15,511     33,957      2,101        300          0          0      1,472        241      2,738:      836       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     2,461:     2,642      2,156       -222        300         10          0          0          0         28          0          0:        3        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.1       57.3       16.8       36.9        2.3        0.3        0.0        0.0        1.6        0.3        3.0:      0.9       0.3
Old  :     100.0:      75.1       57.3       16.8       36.9        2.3        0.3        0.0        0.0        1.6        0.3        3.0:      0.9       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        22         23          4          .          4          .          0          0          .          .          .:
Old  :        40:        22         23          4          .          4          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       68.6       66.0       82.9       40.3       68.6       61.0       79.4
Old  :                 42.2       68.6       66.0       82.9       40.3       68.6       61.0       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439K
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    43,050:    29,234     38,277      9,091          0      4,122          0          0          0        225         45        230:      148       376
Old  :    43,050:    29,234     38,277      9,091          0      4,122          0          0          0        225         45        230:      148       376
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       560:       530        560         30          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.9       88.9       21.1        0.0        9.6        0.0        0.0        0.0        0.5        0.1        0.5:      0.3       0.9
Old  :     100.0:      67.9       88.9       21.1        0.0        9.6        0.0        0.0        0.0        0.5        0.1        0.5:      0.3       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        18         15          .          0          .          0          0          0          .          .          .:
Old  :        24:        18         15          .          0          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.2       83.3       87.3       94.7       59.1       74.5       69.5       76.2
Old  :                 71.2       83.3       87.3       94.7       59.1       74.5       69.5       76.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439L
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    29,781:    27,578     20,888          0      6,569      1,318          0        600          0        360        396          0:      525        10
Old  :    29,781:    27,578     20,888          0      6,569      1,318          0        600          0        360        396          0:      525        10
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,612:     1,548      2,598          0     -1,050         64          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.6       70.1        0.0       22.1        4.4        0.0        2.0        0.0        1.2        1.3        0.0:      1.8       0.0
Old  :     100.0:      92.6       70.1        0.0       22.1        4.4        0.0        2.0        0.0        1.2        1.3        0.0:      1.8       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        17         16          0          .          .          0          .          0          .          .          0:
Old  :        26:        17         16          0          .          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       69.5       80.1       83.9       51.4       59.9       65.3       68.6
Old  :                 61.6       69.5       80.1       83.9       51.4       59.9       65.3       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                           Code-06439N
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    18,687:    11,675     18,062      5,695          0        625          0          0          0        575          0          0:      117         0
Old  :    18,687:    11,675     18,062      5,695          0        625          0          0          0        575          0          0:      117         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.5       96.7       30.5        0.0        3.3        0.0        0.0        0.0        3.1        0.0        0.0:      0.6       0.0
Old  :     100.0:      62.5       96.7       30.5        0.0        3.3        0.0        0.0        0.0        3.1        0.0        0.0:      0.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11         11          .          0          .          0          0          0          .          0          0:
Old  :        20:        11         11          .          0          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.6       81.8       83.4       97.3       55.5       74.8       69.6       76.6
Old  :                 59.6       81.8       83.4       97.3       55.5       74.8       69.6       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                             Code-06439R
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    86,375:    55,740     63,990        320     10,317      7,995      7,237        270        322     12,395      1,513      1,814:      552       154
Old  :    86,375:    55,740     63,990        320     10,317      7,995      7,237        270        322     12,395      1,513      1,814:      552       154
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :    -1,308:      -478       -479          0       -790       -135        -33         10          0       -686         83          7:       17        -4
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.5       74.1        0.4       11.9        9.3        8.4        0.3        0.4       14.4        1.8        2.1:      0.6       0.2
Old  :     100.0:      64.5       74.1        0.4       11.9        9.3        8.4        0.3        0.4       14.4        1.8        2.1:      0.6       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        31         35          .          .          .          7          .          .          9          .          5:
Old  :        62:        31         35          .          .          .          7          .          .          9          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       42.4       50.2       66.1       20.9       25.0       30.9       36.2
Old  :                 28.1       42.4       50.2       66.1       20.9       25.0       30.9       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643A8
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    43,136:    33,457     32,674          0      6,868      2,412          0        299          1      6,695        300        285:      286       297
Old  :    43,136:    33,457     32,674          0      6,868      2,412          0        299          1      6,695        300        285:      286       297
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       385:       385        435          0        -50          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.6       75.7        0.0       15.9        5.6        0.0        0.7        0.0       15.5        0.7        0.7:      0.7       0.7
Old  :     100.0:      77.6       75.7        0.0       15.9        5.6        0.0        0.7        0.0       15.5        0.7        0.7:      0.7       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        18         19          0          .          .          0          .          .          4          .          .:
Old  :        32:        18         19          0          .          .          0          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       55.1       71.2       81.3       39.2       46.7       57.0       60.8
Old  :                 47.0       55.1       71.2       81.3       39.2       46.7       57.0       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    48,131:    35,387     42,111      6,829          0      5,244          0         25          0        240         96        254:      177       401
Old  :    48,131:    35,387     42,111      6,829          0      5,244          0         25          0        240         96        254:      177       401
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       260:       775        160       -615          0        100          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.5       87.5       14.2        0.0       10.9        0.0        0.1        0.0        0.5        0.2        0.5:      0.4       0.8
Old  :     100.0:      73.5       87.5       14.2        0.0       10.9        0.0        0.1        0.0        0.5        0.2        0.5:      0.4       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        20         19          .          0          .          0          .          0          .          .          .:
Old  :        31:        20         19          .          0          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       78.2       81.3       92.6       45.8       70.4       61.3       72.5
Old  :                 59.5       78.2       81.3       92.6       45.8       70.4       61.3       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-0643B3
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    38,087:    30,785     28,054          0      2,755      5,986         10        930         40         40        210         60:    1,166        52
Old  :    38,087:    30,785     28,054          0      2,755      5,986         10        930         40         40        210         60:    1,166        52
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,335:     1,359      2,380          0       -976         31          0          0          0         40         -5        -95:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.8       73.7        0.0        7.2       15.7        0.0        2.4        0.1        0.1        0.6        0.2:      3.1       0.1
Old  :     100.0:      80.8       73.7        0.0        7.2       15.7        0.0        2.4        0.1        0.1        0.6        0.2:      3.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        21         20          0          .          .          .          .          .          .          .          .:
Old  :        34:        21         20          0          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       55.2       80.4       77.4       42.2       38.9       49.5       49.7
Old  :                 62.8       55.2       80.4       77.4       42.2       38.9       49.5       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                                Code-0643BC
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    70,579:    54,260     67,051     10,621          0      2,895          0        105          0      1,840        200         73:      890       255
Old  :    70,579:    54,260     67,051     10,621          0      2,895          0        105          0      1,840        200         73:      890       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     2,043:     1,373      1,713        380          0        290          0         25          0          0          0          0:        0        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.9       95.0       15.0        0.0        4.1        0.0        0.1        0.0        2.6        0.3        0.1:      1.3       0.4
Old  :     100.0:      76.9       95.0       15.0        0.0        4.1        0.0        0.1        0.0        2.6        0.3        0.1:      1.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        17         11          6          0          4          0          .          0          5          .          .:
Old  :        34:        17         11          6          0          4          0          .          0          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       91.8       76.4       96.6       55.1       87.3       72.5       89.8
Old  :                 55.8       91.8       76.4       96.6       55.1       87.3       72.5       89.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BE
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    73,193:    61,189     66,379      5,578      2,721      3,558          0         45          0      2,318        250         60:      490       180
Old  :    73,193:    61,189     66,379      5,578      2,721      3,558          0         45          0      2,318        250         60:      490       180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,681:     1,459      1,496        237        172         13          0          0          0        -33          0          0:        5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.6       90.7        7.6        3.7        4.9        0.0        0.1        0.0        3.2        0.3        0.1:      0.7       0.2
Old  :     100.0:      83.6       90.7        7.6        3.7        4.9        0.0        0.1        0.0        3.2        0.3        0.1:      0.7       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        21         15          .          .          4          0          .          0          4          .          .:
Old  :        38:        21         15          .          .          4          0          .          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       86.4       75.7       96.8       52.6       82.9       74.2       90.0
Old  :                 52.8       86.4       75.7       96.8       52.6       82.9       74.2       90.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643BF
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    78,947:    67,207     71,569      8,420      2,398      1,788          0        442         85        184      1,417      1,048:      215       200
Old  :    78,947:    67,207     71,569      8,420      2,398      1,788          0        442         85        184      1,417      1,048:      215       200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     2,215:     2,719      1,589          2        595       -304          0         -5          0          5        527       -207:        0        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.1       90.7       10.7        3.0        2.3        0.0        0.6        0.1        0.2        1.8        1.3:      0.3       0.3
Old  :     100.0:      85.1       90.7       10.7        3.0        2.3        0.0        0.6        0.1        0.2        1.8        1.3:      0.3       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        22         22          5          .          4          0          .          .          .          4          .:
Old  :        42:        22         22          5          .          4          0          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       54.6       76.0       82.1       57.4       52.2       74.9       73.9
Old  :                 57.9       54.6       76.0       82.1       57.4       52.2       74.9       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643BG
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    96,404:    79,430     85,887      9,461      2,870      2,974        240      1,431        253      1,816      1,071      1,888:      342        30
Old  :    96,404:    79,430     85,887      9,461      2,870      2,974        240      1,431        253      1,816      1,071      1,888:      342        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     3,379:     3,739      2,470         40        495       -182         -5         25          5       -120        654        -83:      -15        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.4       89.1        9.8        3.0        3.1        0.2        1.5        0.3        1.9        1.1        2.0:      0.4       0.0
Old  :     100.0:      82.4       89.1        9.8        3.0        3.1        0.2        1.5        0.3        1.9        1.1        2.0:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        25         27          5          .          4          .          7          .          .          .          4:
Old  :        54:        25         27          5          .          4          .          7          .          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       51.2       70.7       74.5       52.1       48.9       63.8       68.5
Old  :                 52.4       51.2       70.7       74.5       52.1       48.9       63.8       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                                                                        Code-0643BM
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    63,368:    43,105     54,652     19,433      2,710         60          0      3,921          0        325      1,600        425:       20         0
Old  :    63,368:    43,105     54,652     19,433      2,710         60          0      3,921          0        325      1,600        425:       20         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       585:       560        335        -75        -50          0          0         75          0       -275       -150        375:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.0       86.2       30.7        4.3        0.1        0.0        6.2        0.0        0.5        2.5        0.7:      0.0       0.0
Old  :     100.0:      68.0       86.2       30.7        4.3        0.1        0.0        6.2        0.0        0.5        2.5        0.7:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        14         15          .          .          .          0          .          0          .          .          .:
Old  :        31:        14         15          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       88.7       94.0       96.3       73.6       86.7       90.2       91.8
Old  :                 73.7       88.7       94.0       96.3       73.6       86.7       90.2       91.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BR
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :25MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    54,900:    36,020     53,745     16,875          0        180          0        225          0      1,450        375        375:        0         0
Old  :    54,900:    36,020     53,745     16,875          0        180          0        225          0      1,450        375        375:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,430:       530      2,030      1,200          0       -600          0          0          0        300          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.6       97.9       30.7        0.0        0.3        0.0        0.4        0.0        2.6        0.7        0.7:      0.0       0.0
Old  :     100.0:      65.6       97.9       30.7        0.0        0.3        0.0        0.4        0.0        2.6        0.7        0.7:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11          7          .          0          .          0          .          0          .          .          .:
Old  :        22:        11          7          .          0          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.3       96.2       93.1       99.1       80.3       93.4       90.7       94.9
Old  :                 80.3       96.2       93.1       99.1       80.3       93.4       90.7       94.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BS
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    60,399:    41,308     54,950     14,510        463      2,182        700          0         50        648      1,641        957:       44       156
Old  :    60,399:    41,308     54,950     14,510        463      2,182        700          0         50        648      1,641        957:       44       156
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :      -164:      -438       -221        -36         -8        260          0        -75         50          0       -155          0:        0       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.4       91.0       24.0        0.8        3.6        1.2        0.0        0.1        1.1        2.7        1.6:      0.1       0.3
Old  :     100.0:      68.4       91.0       24.0        0.8        3.6        1.2        0.0        0.1        1.1        2.7        1.6:      0.1       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         19          4          .          .          .          0          .          .          4          .:
Old  :        34:        20         19          4          .          .          .          0          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       82.1       73.0       91.4       46.3       77.1       68.2       80.0
Old  :                 50.2       82.1       73.0       91.4       46.3       77.1       68.2       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BT
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    67,909:    49,857     60,137     13,693        728         86        240      2,815      1,340      1,470      1,474      1,080:      143       249
Old  :    67,909:    49,857     60,137     13,693        728         86        240      2,815      1,340      1,470      1,474      1,080:      143       249
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,186:       642      1,376        386        -55        -30        110        -10         60          0       -178         18:        0         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.4       88.6       20.2        1.1        0.1        0.4        4.1        2.0        2.2        2.2        1.6:      0.2       0.4
Old  :     100.0:      73.4       88.6       20.2        1.1        0.1        0.4        4.1        2.0        2.2        2.2        1.6:      0.2       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        20         17          .          .          .          .          .          .          4          .          .:
Old  :        37:        20         17          .          .          .          .          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       77.4       73.7       88.4       49.8       70.8       69.6       77.1
Old  :                 50.7       77.4       73.7       88.4       49.8       70.8       69.6       77.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BW
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    24,705:    14,835     23,745      9,559          0        140          0        655          0          0         55          0:      171       110
Old  :    24,705:    14,835     23,745      9,559          0        140          0        655          0          0         55          0:      171       110
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       365:        20          0        416          0          0          0        420        -75          0          0          0:        4        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.0       96.1       38.7        0.0        0.6        0.0        2.7        0.0        0.0        0.2        0.0:      0.7       0.4
Old  :     100.0:      60.0       96.1       38.7        0.0        0.6        0.0        2.7        0.0        0.0        0.2        0.0:      0.7       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         12          4          0          .          0          .          0          0          .          0:
Old  :        24:        13         12          4          0          .          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.9       80.7       86.4       95.0       64.4       72.3       80.7       86.5
Old  :                 64.9       80.7       86.4       95.0       64.4       72.3       80.7       86.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643BX
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    24,285:    14,268     23,940      9,381          0        115          0        225          0          0          0          0:      521         5
Old  :    24,285:    14,268     23,940      9,381          0        115          0        225          0          0          0          0:      521         5
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       230:        -2          0        300          0          0        -75        225          0          0          0          0:        7         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.8       98.6       38.6        0.0        0.5        0.0        0.9        0.0        0.0        0.0        0.0:      2.1       0.0
Old  :     100.0:      58.8       98.6       38.6        0.0        0.5        0.0        0.9        0.0        0.0        0.0        0.0:      2.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         11          5          0          .          0          .          0          0          0          0:
Old  :        22:        11         11          5          0          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.2       85.6       83.4       96.9       62.5       72.8       77.0       84.1
Old  :                 65.2       85.6       83.4       96.9       62.5       72.8       77.0       84.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BY
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    31,583:    26,230     23,694      2,710      3,968        888         30        364        350        360      1,324        995:       20         0
Old  :    31,583:    26,230     23,694      2,710      3,968        888         30        364        350        360      1,324        995:       20         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       320:       250         90        -20        210       -115          0        -15         15        225        159        -24:      -11         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.1       75.0        8.6       12.6        2.8        0.1        1.2        1.1        1.1        4.2        3.2:      0.1       0.0
Old  :     100.0:      83.1       75.0        8.6       12.6        2.8        0.1        1.2        1.1        1.1        4.2        3.2:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        17         18          .          .          .          .          .          .          .          .          .:
Old  :        34:        17         18          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.7       57.5       82.9       76.4       60.7       55.8       72.6       69.8
Old  :                 68.7       57.5       82.9       76.4       60.7       55.8       72.6       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    18,385:    14,020     15,239      1,944          0        135          0      1,335          0        751      1,005        185:    1,350       486
Old  :    18,385:    14,020     15,239      1,944          0        135          0      1,335          0        751      1,005        185:    1,350       486
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :        38:        60         70        -25          0          0          0         -5          0         20         -7        -20:        3         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.3       82.9       10.6        0.0        0.7        0.0        7.3        0.0        4.1        5.5        1.0:      7.3       2.6
Old  :     100.0:      76.3       82.9       10.6        0.0        0.7        0.0        7.3        0.0        4.1        5.5        1.0:      7.3       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         8          9          .          0          .          0          .          0          .          .          .:
Old  :        20:         8          9          .          0          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.3       73.5       88.4       88.9       74.3       69.7       83.4       84.3
Old  :                 74.3       73.5       88.4       88.9       74.3       69.7       83.4       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643C3
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    58,457:    45,289     32,443      5,179     18,821      1,111      2,630      4,570        445      2,905        165        877:       21        25
Old  :    58,457:    45,289     32,443      5,179     18,821      1,111      2,630      4,570        445      2,905        165        877:       21        25
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :      -229:      -159        -77       -260          3        240        -10       -395          0        -40          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.5       55.5        8.9       32.2        1.9        4.5        7.8        0.8        5.0        0.3        1.5:      0.0       0.0
Old  :     100.0:      77.5       55.5        8.9       32.2        1.9        4.5        7.8        0.8        5.0        0.3        1.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        25         21          5          .          6          .          .          .          5          .          .:
Old  :        46:        25         21          5          .          6          .          .          .          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       68.5       67.5       83.7       41.2       53.9       54.5       63.9
Old  :                 50.9       68.5       67.5       83.7       41.2       53.9       54.5       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643C4
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    36,613:    31,427     17,004      1,729     16,217      1,126        725        615        335        455        542        690:      126        84
Old  :    36,613:    31,427     17,004      1,729     16,217      1,126        725        615        335        455        542        690:      126        84
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :        29:        24        255        -80        -15         59         25       -270          0         25          0          0:      -24         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.8       46.4        4.7       44.3        3.1        2.0        1.7        0.9        1.2        1.5        1.9:      0.3       0.2
Old  :     100.0:      85.8       46.4        4.7       44.3        3.1        2.0        1.7        0.9        1.2        1.5        1.9:      0.3       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        21         16          4          .          .          .          .          .          .          .          .:
Old  :        36:        21         16          4          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       70.7       78.5       84.4       52.0       62.6       60.9       68.0
Old  :                 60.5       70.7       78.5       84.4       52.0       62.6       60.9       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                      Code-0643CB
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    19,795:    10,773     17,800      7,082          0        929          0        415        301        450        225        125:      135         0
Old  :    19,795:    10,773     17,800      7,082          0        929          0        415        301        450        225        125:      135         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :      -135:         0       -150       -225          0         15          0          0          0         75          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.4       89.9       35.8        0.0        4.7        0.0        2.1        1.5        2.3        1.1        0.6:      0.7       0.0
Old  :     100.0:      54.4       89.9       35.8        0.0        4.7        0.0        2.1        1.5        2.3        1.1        0.6:      0.7       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        15         15          .          0          .          0          .          .          .          .          .:
Old  :        31:        15         15          .          0          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       73.4       84.2       86.0       59.0       70.0       76.9       79.0
Old  :                 63.9       73.4       84.2       86.0       59.0       70.0       76.9       79.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643CC
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :25 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    21,885:    11,301     19,385      7,842          0      2,100          0        250          0        525        150          0:      117         0
Old  :    21,885:    11,301     19,385      7,842          0      2,100          0        250          0        525        150          0:      117         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :        75:         0         75         75          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.6       88.6       35.8        0.0        9.6        0.0        1.1        0.0        2.4        0.7        0.0:      0.5       0.0
Old  :     100.0:      51.6       88.6       35.8        0.0        9.6        0.0        1.1        0.0        2.4        0.7        0.0:      0.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11          7          .          0          .          0          .          0          .          .          0:
Old  :        21:        11          7          .          0          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.7       89.8       93.8       99.0       61.1       81.9       84.2       88.3
Old  :                 70.7       89.8       93.8       99.0       61.1       81.9       84.2       88.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                 Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :     9,042:     8,085      5,945          0        900        647         25        600         25        100        925          0:      160         0
Old  :     9,042:     8,085      5,945          0        900        647         25        600         25        100        925          0:      160         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :        25:         0          0          0         25          0         25          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.4       65.7        0.0       10.0        7.2        0.3        6.6        0.3        1.1       10.2        0.0:      1.8       0.0
Old  :     100.0:      89.4       65.7        0.0       10.0        7.2        0.3        6.6        0.3        1.1       10.2        0.0:      1.8       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10          8          0          .          .          .          .          .          .          .          0:
Old  :        21:        10          8          0          .          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.5       63.9       89.9       91.3       65.3       56.7       75.6       78.1
Old  :                 72.5       63.9       89.9       91.3       65.3       56.7       75.6       78.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                    Code-0643CK
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :     9,315:     8,318      5,725          0        648        742         25        925         25        100      1,250          0:      105         0
Old  :     9,315:     8,318      5,725          0        648        742         25        925         25        100      1,250          0:      105         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :        25:         0          0          0         25          0         25          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.3       61.5        0.0        7.0        8.0        0.3        9.9        0.3        1.1       13.4        0.0:      1.1       0.0
Old  :     100.0:      89.3       61.5        0.0        7.0        8.0        0.3        9.9        0.3        1.1       13.4        0.0:      1.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12          8          0          .          .          .          .          .          .          .          0:
Old  :        23:        12          8          0          .          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       62.7       89.2       91.6       64.2       60.8       74.5       77.7
Old  :                 70.6       62.7       89.2       91.6       64.2       60.8       74.5       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    11,716:     7,714     10,164      3,008        700         42          0          0          0        170        260        550:      232         0
Old  :    11,716:     7,714     10,164      3,008        700         42          0          0          0        170        260        550:      232         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.8       86.8       25.7        6.0        0.4        0.0        0.0        0.0        1.5        2.2        4.7:      2.0       0.0
Old  :     100.0:      65.8       86.8       25.7        6.0        0.4        0.0        0.0        0.0        1.5        2.2        4.7:      2.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13         15          .          .          .          0          0          0          .          .          .:
Old  :        26:        13         15          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       62.1       79.8       83.6       50.8       55.5       67.1       68.7
Old  :                 56.0       62.1       79.8       83.6       50.8       55.5       67.1       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                          Code-0643D1
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    10,761:     6,792      9,145      2,991        700         66          0          0          0        170        340        510:      232         0
Old  :    10,761:     6,792      9,145      2,991        700         66          0          0          0        170        340        510:      232         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.1       85.0       27.8        6.5        0.6        0.0        0.0        0.0        1.6        3.2        4.7:      2.2       0.0
Old  :     100.0:      63.1       85.0       27.8        6.5        0.6        0.0        0.0        0.0        1.6        3.2        4.7:      2.2       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         14          .          .          .          0          0          0          .          .          .:
Old  :        25:        12         14          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       61.9       80.1       86.5       49.5       53.9       65.2       68.6
Old  :                 57.9       61.9       80.1       86.5       49.5       53.9       65.2       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                Code-0643D7
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,512:    23,155     30,447      8,035          0        700        200          0          0      1,250      2,230      2,135:       37         0
Old  :    35,512:    23,155     30,447      8,035          0        700        200          0          0      1,250      2,230      2,135:       37         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.2       85.7       22.6        0.0        2.0        0.6        0.0        0.0        3.5        6.3        6.0:      0.1       0.0
Old  :     100.0:      65.2       85.7       22.6        0.0        2.0        0.6        0.0        0.0        3.5        6.3        6.0:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         12          .          0          .          .          0          0          .          .          .:
Old  :        33:        19         12          .          0          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       68.8       82.0       93.4       61.7       61.2       72.0       76.7
Old  :                 68.1       68.8       82.0       93.4       61.7       61.2       72.0       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,732:    23,300     30,902      7,880          0        750        200          0          0      1,250      1,765      2,315:       37         0
Old  :    35,732:    23,300     30,902      7,880          0        750        200          0          0      1,250      1,765      2,315:       37         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.2       86.5       22.1        0.0        2.1        0.6        0.0        0.0        3.5        4.9        6.5:      0.1       0.0
Old  :     100.0:      65.2       86.5       22.1        0.0        2.1        0.6        0.0        0.0        3.5        4.9        6.5:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         14          .          0          .          .          0          0          .          .          .:
Old  :        33:        19         14          .          0          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.2       70.4       80.2       93.9       59.6       60.3       69.5       76.4
Old  :                 66.2       70.4       80.2       93.9       59.6       60.3       69.5       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643DB
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   108,995:    83,578     85,860     16,884     11,672      4,675      1,305        120        230        884      5,057      1,361:       78        20
Old  :   108,995:    83,578     85,860     16,884     11,672      4,675      1,305        120        230        884      5,057      1,361:       78        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     2,993:     1,690      1,920         10        396      1,032          0        -35          0         76       -500        180:        5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.7       78.8       15.5       10.7        4.3        1.2        0.1        0.2        0.8        4.6        1.2:      0.1       0.0
Old  :     100.0:      76.7       78.8       15.5       10.7        4.3        1.2        0.1        0.2        0.8        4.6        1.2:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        32         27          .          .          .          .          .          .          4          7          5:
Old  :        54:        32         27          .          .          .          .          .          .          4          7          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       57.7       62.9       78.1       38.8       52.8       59.4       68.6
Old  :                 42.0       57.7       62.9       78.1       38.8       52.8       59.4       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DC
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :352 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   123,767:    92,016     99,880     19,700      8,663      6,229      2,025        980        325      1,008      5,290      2,390:       74        10
Old  :   123,767:    92,016     99,880     19,700      8,663      6,229      2,025        980        325      1,008      5,290      2,390:       74        10
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     3,167:     1,537      2,393          0       -669      1,428          0         25          0        -45       -253        243:        4         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.3       80.7       15.9        7.0        5.0        1.6        0.8        0.3        0.8        4.3        1.9:      0.1       0.0
Old  :     100.0:      74.3       80.7       15.9        7.0        5.0        1.6        0.8        0.3        0.8        4.3        1.9:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        35         28          .          .          5          .          .          .          6          9          9:
Old  :        63:        35         28          .          .          5          .          .          .          6          9          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       59.7       57.4       79.8       31.4       56.7       52.2       69.0
Old  :                 33.1       59.7       57.4       79.8       31.4       56.7       52.2       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                            Code-0643DF
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   281,814:   154,484    213,159     40,496      1,565     30,459     16,244      5,534     10,213     18,748      9,879     10,880:      290       125
Old  :   281,814:   154,484    213,159     40,496      1,565     30,459     16,244      5,534     10,213     18,748      9,879     10,880:      290       125
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     9,330:     6,353      8,516      3,127         88       -361        425         48        -76       -959        314        771:       50        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.8       75.6       14.4        0.6       10.8        5.8        2.0        3.6        6.7        3.5        3.9:      0.1       0.0
Old  :     100.0:      54.8       75.6       14.4        0.6       10.8        5.8        2.0        3.6        6.7        3.5        3.9:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        95:        42         37          .          .          5          9          9          9         16         12         14:
Old  :        95:        42         37          .          .          5          9          9          9         16         12         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       43.9       57.3       65.2       26.3       29.0       33.4       41.6
Old  :                 44.0       43.9       57.3       65.2       26.3       29.0       33.4       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DL
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    18,144:     9,898     16,386      1,993        115        918        965        600         55      3,920          0          0:      395        70
Old  :    18,144:     9,898     16,386      1,993        115        918        965        600         55      3,920          0          0:      395        70
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :        75:        25         75         50          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.6       90.3       11.0        0.6        5.1        5.3        3.3        0.3       21.6        0.0        0.0:      2.2       0.4
Old  :     100.0:      54.6       90.3       11.0        0.6        5.1        5.3        3.3        0.3       21.6        0.0        0.0:      2.2       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14          9          .          .          .          .          .          .          .          0          0:
Old  :        24:        14          9          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       82.4       81.8       97.9       62.7       74.3       77.4       85.3
Old  :                 63.1       82.4       81.8       97.9       62.7       74.3       77.4       85.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643DM
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    14,857:     6,390     13,516      2,960        105        576        120        600         55      4,220          0          0:      536         5
Old  :    14,857:     6,390     13,516      2,960        105        576        120        600         55      4,220          0          0:      536         5
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.0       91.0       19.9        0.7        3.9        0.8        4.0        0.4       28.4        0.0        0.0:      3.6       0.0
Old  :     100.0:      43.0       91.0       19.9        0.7        3.9        0.8        4.0        0.4       28.4        0.0        0.0:      3.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13          8          .          .          .          .          .          .          .          0          0:
Old  :        22:        13          8          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.0       82.5       86.9       98.1       65.5       78.0       81.2       89.2
Old  :                 66.0       82.5       86.9       98.1       65.5       78.0       81.2       89.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                                                                                            Code-0643ID
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    13,517:     5,635     11,457        848          0        125        350          0          0      6,487      1,850         50:       22        35
Old  :    13,517:     5,635     11,457        848          0        125        350          0          0      6,487      1,850         50:       22        35
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,125:       545        720         53          0          0          0          0          0        457        350         50:       20         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.7       84.8        6.3        0.0        0.9        2.6        0.0        0.0       48.0       13.7        0.4:      0.2       0.3
Old  :     100.0:      41.7       84.8        6.3        0.0        0.9        2.6        0.0        0.0       48.0       13.7        0.4:      0.2       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        10         17          4          0          .          .          0          0          .          .          .:
Old  :        28:        10         17          4          0          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.2       71.6       91.2       87.8       79.2       71.6       87.6       86.2
Old  :                 82.2       71.6       91.2       87.8       79.2       71.6       87.6       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                                                              Code-064AAA
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    83,554:    58,410     60,953     17,114     10,826        700          0      3,745         75          0          0          0:    7,255     7,255
Old  :    83,554:    58,410     60,953     17,114     10,826        700          0      3,745         75          0          0          0:    7,255     7,255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     2,465:     2,089      2,239        210         60        250          0          0          0          0          0          0:      -84       -84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.9       73.0       20.5       13.0        0.8        0.0        4.5        0.1        0.0        0.0        0.0:      8.7       8.7
Old  :     100.0:      69.9       73.0       20.5       13.0        0.8        0.0        4.5        0.1        0.0        0.0        0.0:      8.7       8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         18          .          .          .          0          .          .          0          0          0:
Old  :        27:        17         18          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.8       51.5       85.5       79.3       76.2       50.2       81.0       75.7
Old  :                 78.8       51.5       85.5       79.3       76.2       50.2       81.0       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                                                                                             Code-064AAB
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    70,213:    49,421     50,353     14,352      9,125        725          0      4,280         30          0          0          0:    5,685     5,700
Old  :    70,213:    49,421     50,353     14,352      9,125        725          0      4,280         30          0          0          0:    5,685     5,700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     2,520:     1,915      2,080        240         60        600          0          0          0          0          0          0:     -235      -220
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.4       71.7       20.4       13.0        1.0        0.0        6.1        0.0        0.0        0.0        0.0:      8.1       8.1
Old  :     100.0:      70.4       71.7       20.4       13.0        1.0        0.0        6.1        0.0        0.0        0.0        0.0:      8.1       8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         19          .          .          .          0          .          .          0          0          0:
Old  :        26:        15         19          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.8       55.9       86.8       77.6       77.7       54.6       80.5       73.9
Old  :                 79.8       55.9       86.8       77.6       77.7       54.6       80.5       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                                                                                                   Code-064BFI
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    24,400:     6,770     16,250     11,340      2,585      1,160        325      1,035        175      1,745          0          0:    2,885     3,195
Old  :    24,400:     6,770     16,250     11,340      2,585      1,160        325      1,035        175      1,745          0          0:    2,885     3,195
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :      -120:         0          0       -240       -240        120          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.7       66.6       46.5       10.6        4.8        1.3        4.2        0.7        7.2        0.0        0.0:     11.8      13.1
Old  :     100.0:      27.7       66.6       46.5       10.6        4.8        1.3        4.2        0.7        7.2        0.0        0.0:     11.8      13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         6         10          .          .          .          .          .          .          .          0          0:
Old  :        21:         6         10          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.2       51.0       84.0       76.4       63.7       48.5       72.4       71.3
Old  :                 72.2       51.0       84.0       76.4       63.7       48.5       72.4       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                                                                                                  Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    22,010:     5,630     15,025     10,265      1,655      1,850        325      1,035        175      1,805          0          0:    1,960     2,270
Old  :    22,010:     5,630     15,025     10,265      1,655      1,850        325      1,035        175      1,805          0          0:    1,960     2,270
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :      -120:         0          0       -170       -170        120          0          0          0          0          0          0:      -70       -70
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.6       68.3       46.6        7.5        8.4        1.5        4.7        0.8        8.2        0.0        0.0:      8.9      10.3
Old  :     100.0:      25.6       68.3       46.6        7.5        8.4        1.5        4.7        0.8        8.2        0.0        0.0:      8.9      10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         5         12          .          .          .          .          .          .          .          0          0:
Old  :        20:         5         12          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.1       52.3       88.8       75.2       62.0       47.0       69.1       66.8
Old  :                 75.1       52.3       88.8       75.2       62.0       47.0       69.1       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                                                                                                       Code-064CXO
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    58,914:    31,204     20,243      7,800     26,006      1,020     11,500      3,580      4,380          0        960          0:    3,010     2,725
Old  :    58,914:    31,204     20,243      7,800     26,006      1,020     11,500      3,580      4,380          0        960          0:    3,010     2,725
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,385:     1,460      1,265        105          0       -180          0        300          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.0       34.4       13.2       44.1        1.7       19.5        6.1        7.4        0.0        1.6        0.0:      5.1       4.6
Old  :     100.0:      53.0       34.4       13.2       44.1        1.7       19.5        6.1        7.4        0.0        1.6        0.0:      5.1       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         13          .          .          .          .          .          .          0          .          0:
Old  :        26:        16         13          .          .          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       69.0       79.2       85.5       49.1       62.6       63.2       70.9
Old  :                 62.5       69.0       79.2       85.5       49.1       62.6       63.2       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                                                                                                      Code-064CXP
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    39,278:    22,074     19,579      8,315     13,405         50      2,965        295      3,120          0        360        300:    2,454     2,169
Old  :    39,278:    22,074     19,579      8,315     13,405         50      2,965        295      3,120          0        360        300:    2,454     2,169
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       165:       -15       -135        180          0          0         -5        295          5          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.2       49.8       21.2       34.1        0.1        7.5        0.8        7.9        0.0        0.9        0.8:      6.2       5.5
Old  :     100.0:      56.2       49.8       21.2       34.1        0.1        7.5        0.8        7.9        0.0        0.9        0.8:      6.2       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15         15          .          .          .          .          .          .          0          .          .:
Old  :        25:        15         15          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.0       70.1       87.1       83.3       65.1       64.6       72.5       71.6
Old  :                 73.0       70.1       87.1       83.3       65.1       64.6       72.5       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                                                                                                         Code-064DEU
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    30,450:    23,560     10,835      3,780      2,115        360      1,035     15,820         90          0          0          0:    1,625     1,230
Old  :    30,450:    23,560     10,835      3,780      2,115        360      1,035     15,820         90          0          0          0:    1,625     1,230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,540:     1,540      1,335          0        205          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       35.6       12.4        6.9        1.2        3.4       52.0        0.3        0.0        0.0        0.0:      5.3       4.0
Old  :     100.0:      77.4       35.6       12.4        6.9        1.2        3.4       52.0        0.3        0.0        0.0        0.0:      5.3       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         13          .          .          .          .          .          .          0          0          0:
Old  :        22:        13         13          .          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.2       74.2       83.9       87.9       55.9       69.3       69.4       74.8
Old  :                 65.2       74.2       83.9       87.9       55.9       69.3       69.4       74.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064DLW
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   101,731:    53,614     31,036      2,312     39,790      5,315     19,090      1,675        195          0      2,520      1,420:   19,785    19,780
Old  :   101,731:    53,614     31,036      2,312     39,790      5,315     19,090      1,675        195          0      2,520      1,420:   19,785    19,780
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     4,510:     2,375      2,810       -200      2,250        510      2,895        100        -25          0        -90          0:   -1,045    -1,045
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.7       30.5        2.3       39.1        5.2       18.8        1.6        0.2        0.0        2.5        1.4:     19.4      19.4
Old  :     100.0:      52.7       30.5        2.3       39.1        5.2       18.8        1.6        0.2        0.0        2.5        1.4:     19.4      19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        18         19          .          .          .          .          .          .          0          .          .:
Old  :        30:        18         19          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       51.9       72.8       67.1       51.6       50.4       59.9       57.7
Old  :                 54.8       51.9       72.8       67.1       51.6       50.4       59.9       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064DLX
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    96,846:    50,091     30,066      2,445     34,820      5,150     19,320      1,670        165          0      5,290        555:   19,120    19,130
Old  :    96,846:    50,091     30,066      2,445     34,820      5,150     19,320      1,670        165          0      5,290        555:   19,120    19,130
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     4,775:     2,945      3,110       -480      2,250        525      2,895          0          0          0          0          0:   -1,110    -1,110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.7       31.0        2.5       36.0        5.3       19.9        1.7        0.2        0.0        5.5        0.6:     19.7      19.8
Old  :     100.0:      51.7       31.0        2.5       36.0        5.3       19.9        1.7        0.2        0.0        5.5        0.6:     19.7      19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17         17          .          .          .          .          .          .          0          .          .:
Old  :        28:        17         17          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       48.3       72.6       66.1       49.6       47.7       58.2       56.8
Old  :                 52.7       48.3       72.6       66.1       49.6       47.7       58.2       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    25,641:    14,441      4,555          0      1,686      1,441      3,315     10,705        175        300      1,990      1,335:    4,634     3,754
Old  :    25,641:    14,441      4,555          0      1,686      1,441      3,315     10,705        175        300      1,990      1,335:    4,634     3,754
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,850:       600       -840        -20       -950        297          0      2,490          0        300        180          0:      673       673
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.3       17.8        0.0        6.6        5.6       12.9       41.7        0.7        1.2        7.8        5.2:     18.1      14.6
Old  :     100.0:      56.3       17.8        0.0        6.6        5.6       12.9       41.7        0.7        1.2        7.8        5.2:     18.1      14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         10          0          .          .          .          .          .          .          4          .:
Old  :        29:        16         10          0          .          .          .          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       62.7       62.5       74.4       42.7       56.0       61.1       64.1
Old  :                 43.0       62.7       62.5       74.4       42.7       56.0       61.1       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064DPR
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    25,461:    13,592      4,581          0      2,336      1,018      3,315     11,805        175      1,285        340      1,670:    4,406     3,536
Old  :    25,461:    13,592      4,581          0      2,336      1,018      3,315     11,805        175      1,285        340      1,670:    4,406     3,536
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,900:       600       -840       -255     -1,085        109          0      2,490          0        150        -70        300:      996       996
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.4       18.0        0.0        9.2        4.0       13.0       46.4        0.7        5.0        1.3        6.6:     17.3      13.9
Old  :     100.0:      53.4       18.0        0.0        9.2        4.0       13.0       46.4        0.7        5.0        1.3        6.6:     17.3      13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         10          0          .          .          .          .          .          .          .          .:
Old  :        29:        16         10          0          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       64.1       65.4       75.3       40.4       59.4       59.9       65.9
Old  :                 43.4       64.1       65.4       75.3       40.4       59.4       59.9       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EJI
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    32,644:    14,099     11,435      1,226     11,255        969     12,720         50          0          0      6,170        975:    2,655     1,790
Old  :    32,644:    14,099     11,435      1,226     11,255        969     12,720         50          0          0      6,170        975:    2,655     1,790
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :         0:       300          0          0          0          0       -300          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.2       35.0        3.8       34.5        3.0       39.0        0.2        0.0        0.0       18.9        3.0:      8.1       5.5
Old  :     100.0:      43.2       35.0        3.8       34.5        3.0       39.0        0.2        0.0        0.0       18.9        3.0:      8.1       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12          5          .          .          .          .          .          0          0          .          .:
Old  :        20:        12          5          .          .          .          .          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       83.4       85.6       93.8       62.9       69.8       73.3       77.4
Old  :                 68.3       83.4       85.6       93.8       62.9       69.8       73.3       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064ERM
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    56,651:    16,626     48,135     13,163      5,810         60     13,985          0         30     10,265          0          0:    2,522     2,616
Old  :    56,651:    16,626     48,135     13,163      5,810         60     13,985          0         30     10,265          0          0:    2,522     2,616
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     2,160:       -60      2,160        420          0        -35      1,800          0          0          0          0          0:       35        35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.3       85.0       23.2       10.3        0.1       24.7        0.0        0.1       18.1        0.0        0.0:      4.5       4.6
Old  :     100.0:      29.3       85.0       23.2       10.3        0.1       24.7        0.0        0.1       18.1        0.0        0.0:      4.5       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         11          .          .          .          .          0          .          .          0          0:
Old  :        23:        12         11          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.8       86.9       89.2       93.1       67.7       83.0       86.1       87.1
Old  :                 67.8       86.9       89.2       93.1       67.7       83.0       86.1       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064ERN
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    58,901:    18,646     49,646     13,545      6,385        260     14,110          0         30      9,850          0          0:    2,460     2,580
Old  :    58,901:    18,646     49,646     13,545      6,385        260     14,110          0         30      9,850          0          0:    2,460     2,580
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     2,100:         0      2,100        300          0          0      1,800          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.7       84.3       23.0       10.8        0.4       24.0        0.0        0.1       16.7        0.0        0.0:      4.2       4.4
Old  :     100.0:      31.7       84.3       23.0       10.8        0.4       24.0        0.0        0.1       16.7        0.0        0.0:      4.2       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12         11          .          .          .          .          0          .          .          0          0:
Old  :        21:        12         11          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.4       90.1       90.6       93.9       68.9       87.9       89.7       90.4
Old  :                 69.4       90.1       90.6       93.9       68.9       87.9       89.7       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EUY
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    60,655:    20,510     52,625     10,866      3,005        810      5,815          0        615     18,259          0        815:    2,965     2,785
Old  :    60,655:    20,510     52,625     10,866      3,005        810      5,815          0        615     18,259          0        815:    2,965     2,785
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,225:         0      1,225        595          0          0          0          0          0        630          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       86.8       17.9        5.0        1.3        9.6        0.0        1.0       30.1        0.0        1.3:      4.9       4.6
Old  :     100.0:      33.8       86.8       17.9        5.0        1.3        9.6        0.0        1.0       30.1        0.0        1.3:      4.9       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         10          .          .          .          .          0          .          5          0          .:
Old  :        31:        17         10          .          .          .          .          0          .          5          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       81.7       78.9       92.0       56.9       80.4       76.4       88.3
Old  :                 59.5       81.7       78.9       92.0       56.9       80.4       76.4       88.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    51,015:    20,025     42,700      9,936      3,465        670      5,715          0        715     10,309          0        945:    2,700     2,520
Old  :    51,015:    20,025     42,700      9,936      3,465        670      5,715          0        715     10,309          0        945:    2,700     2,520
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       625:         0        625        595          0          0          0          0          0         30          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.3       83.7       19.5        6.8        1.3       11.2        0.0        1.4       20.2        0.0        1.9:      5.3       4.9
Old  :     100.0:      39.3       83.7       19.5        6.8        1.3       11.2        0.0        1.4       20.2        0.0        1.9:      5.3       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        18         10          .          .          .          .          0          .          5          0          .:
Old  :        31:        18         10          .          .          .          .          0          .          5          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       79.1       77.3       91.0       50.1       77.9       73.8       86.8
Old  :                 53.6       79.1       77.3       91.0       50.1       77.9       73.8       86.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                                                                                                          Code-064EVG
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    21,240:    11,690     11,945      1,700          0      1,415          0      4,225        505      2,920        785        375:    2,635     1,990
Old  :    21,240:    11,690     11,945      1,700          0      1,415          0      4,225        505      2,920        785        375:    2,635     1,990
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       515:       765          0       -735          0        445          0       -270         25          0        300          0:       15        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.0       56.2        8.0        0.0        6.7        0.0       19.9        2.4       13.7        3.7        1.8:     12.4       9.4
Old  :     100.0:      55.0       56.2        8.0        0.0        6.7        0.0       19.9        2.4       13.7        3.7        1.8:     12.4       9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         10          .          0          .          0          4          .          .          .          .:
Old  :        25:        12         10          .          0          .          0          4          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       66.6       75.1       84.8       46.9       66.0       68.4       76.9
Old  :                 50.5       66.6       75.1       84.8       46.9       66.0       68.4       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                                                                                                         Code-064EVH
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    20,330:    11,025     11,660      1,475         20      1,225          0      4,225        505      3,930        935        120:    2,050     1,640
Old  :    20,330:    11,025     11,660      1,475         20      1,225          0      4,225        505      3,930        935        120:    2,050     1,640
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       525:       685          0       -535         20        370          0       -270         25          0        400          0:      -20       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.2       57.4        7.3        0.1        6.0        0.0       20.8        2.5       19.3        4.6        0.6:     10.1       8.1
Old  :     100.0:      54.2       57.4        7.3        0.1        6.0        0.0       20.8        2.5       19.3        4.6        0.6:     10.1       8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12          8          .          .          .          0          4          .          .          .          .:
Old  :        25:        12          8          .          .          .          0          4          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       69.5       77.3       88.0       54.7       68.7       73.9       80.8
Old  :                 55.3       69.5       77.3       88.0       54.7       68.7       73.9       80.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064EWU
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    75,770:    42,035     44,405      5,865          0      2,140      2,005     19,670      1,135     15,410      1,500      1,270:    5,910     5,650
Old  :    75,770:    42,035     44,405      5,865          0      2,140      2,005     19,670      1,135     15,410      1,500      1,270:    5,910     5,650
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       650:        10        670        410          0          0       -200          0          0        450          0          0:      -20       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       58.6        7.7        0.0        2.8        2.6       26.0        1.5       20.3        2.0        1.7:      7.8       7.5
Old  :     100.0:      55.5       58.6        7.7        0.0        2.8        2.6       26.0        1.5       20.3        2.0        1.7:      7.8       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         10          .          0          .          .          .          .          4          .          .:
Old  :        30:        15         10          .          0          .          .          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       72.0       74.2       84.8       57.1       70.5       69.9       82.0
Old  :                 60.7       72.0       74.2       84.8       57.1       70.5       69.9       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064EWV
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    69,655:    42,210     39,785      5,590          0      1,805      1,960     19,670      1,125     11,125      1,500      1,270:    4,570     4,500
Old  :    69,655:    42,210     39,785      5,590          0      1,805      1,960     19,670      1,125     11,125      1,500      1,270:    4,570     4,500
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       680:        40        700        410          0         20       -200          0          0        450          0          0:      -40       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.6       57.1        8.0        0.0        2.6        2.8       28.2        1.6       16.0        2.2        1.8:      6.6       6.5
Old  :     100.0:      60.6       57.1        8.0        0.0        2.6        2.8       28.2        1.6       16.0        2.2        1.8:      6.6       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         12          .          0          .          .          .          .          4          .          .:
Old  :        30:        15         12          .          0          .          .          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       75.2       73.9       86.1       55.1       73.6       69.2       82.7
Old  :                 58.9       75.2       73.9       86.1       55.1       73.6       69.2       82.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EXE
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    63,641:    38,141     23,178          0     18,486          0     16,530          0      2,810         58     13,175      2,005:    4,097     3,987
Old  :    63,641:    38,141     23,178          0     18,486          0     16,530          0      2,810         58     13,175      2,005:    4,097     3,987
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       806:       455        -35          0        885          0         75          0          0          0       -320          0:      276       276
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.9       36.4        0.0       29.0        0.0       26.0        0.0        4.4        0.1       20.7        3.2:      6.4       6.3
Old  :     100.0:      59.9       36.4        0.0       29.0        0.0       26.0        0.0        4.4        0.1       20.7        3.2:      6.4       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        18         10          0          .          0          .          0          .          .          .          .:
Old  :        28:        18         10          0          .          0          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       72.1       75.8       89.5       50.7       69.1       71.2       81.5
Old  :                 55.1       72.1       75.8       89.5       50.7       69.1       71.2       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EXF
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    50,765:    34,223     18,164          0     15,732        175      7,485          0      3,150         58      8,190      2,675:    2,999     2,679
Old  :    50,765:    34,223     18,164          0     15,732        175      7,485          0      3,150         58      8,190      2,675:    2,999     2,679
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :       231:        30       -435          0        835        -86          0          0          0          0       -370          0:      287       287
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       35.8        0.0       31.0        0.3       14.7        0.0        6.2        0.1       16.1        5.3:      5.9       5.3
Old  :     100.0:      67.4       35.8        0.0       31.0        0.3       14.7        0.0        6.2        0.1       16.1        5.3:      5.9       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        18         10          0          .          .          .          0          .          .          .          .:
Old  :        28:        18         10          0          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       65.9       75.2       90.0       48.7       55.4       65.0       74.6
Old  :                 54.4       65.9       75.2       90.0       48.7       55.4       65.0       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                                                                    Code-064FHK
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   179,321:    94,905     85,141     18,310        225      7,117      2,838     17,125      7,387      1,400     15,022      3,235:   44,129    44,069
Old  :   179,321:    94,905     85,141     18,310        225      7,117      2,838     17,125      7,387      1,400     15,022      3,235:   44,129    44,069
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     5,723:     1,961          6       -465     -1,050      1,180       -855        375       -335          0      1,310         55:    4,182     4,182
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.9       47.5       10.2        0.1        4.0        1.6        9.5        4.1        0.8        8.4        1.8:     24.6      24.6
Old  :     100.0:      52.9       47.5       10.2        0.1        4.0        1.6        9.5        4.1        0.8        8.4        1.8:     24.6      24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        25         29          .          .          .          .          .          .          .          5          4:
Old  :        44:        25         29          .          .          .          .          .          .          .          5          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       33.4       62.2       47.7       39.0       30.1       50.9       40.4
Old  :                 44.9       33.4       62.2       47.7       39.0       30.1       50.9       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                                                                   Code-064FHL
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   147,014:    71,954     80,076     20,661          0      5,448      3,748      6,435      6,731      1,400     11,047      3,300:   33,772    33,977
Old  :   147,014:    71,954     80,076     20,661          0      5,448      3,748      6,435      6,731      1,400     11,047      3,300:   33,772    33,977
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     8,709:     1,301      4,181      4,505       -300        235       -855        400       -345          0        670          0:    3,868     3,868
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.9       54.5       14.1        0.0        3.7        2.5        4.4        4.6        1.0        7.5        2.2:     23.0      23.1
Old  :     100.0:      48.9       54.5       14.1        0.0        3.7        2.5        4.4        4.6        1.0        7.5        2.2:     23.0      23.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        21         26          .          0          .          .          .          .          .          5          4:
Old  :        41:        21         26          .          0          .          .          .          .          .          5          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       31.3       62.5       46.6       40.5       26.6       46.9       37.3
Old  :                 50.0       31.3       62.5       46.6       40.5       26.6       46.9       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKA
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    64,435:    31,520     29,910     18,161      7,216      6,214      1,145      9,090      2,255          0      4,760          0:    5,140     4,990
Old  :    64,435:    31,520     29,910     18,161      7,216      6,214      1,145      9,090      2,255          0      4,760          0:    5,140     4,990
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :      -425:      -240      1,450       -250       -140        320          0     -1,800        250          0          0          0:     -505      -505
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.9       46.4       28.2       11.2        9.6        1.8       14.1        3.5        0.0        7.4        0.0:      8.0       7.7
Old  :     100.0:      48.9       46.4       28.2       11.2        9.6        1.8       14.1        3.5        0.0        7.4        0.0:      8.0       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         16          .          .          .          .          .          .          0          .          0:
Old  :        27:        13         16          .          .          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       51.7       78.1       71.3       51.4       44.6       64.4       59.1
Old  :                 59.4       51.7       78.1       71.3       51.4       44.6       64.4       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKB
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    56,574:    29,605     20,715      8,671      4,346      8,643        990     10,190      2,275          0      4,135          0:    6,390     6,270
Old  :    56,574:    29,605     20,715      8,671      4,346      8,643        990     10,190      2,275          0      4,135          0:    6,390     6,270
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :      -625:      -890        720       -300       -110        420          0     -1,800        250          0          0          0:     -105      -105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.3       36.6       15.3        7.7       15.3        1.7       18.0        4.0        0.0        7.3        0.0:     11.3      11.1
Old  :     100.0:      52.3       36.6       15.3        7.7       15.3        1.7       18.0        4.0        0.0        7.3        0.0:     11.3      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         17          .          .          .          .          .          .          0          .          0:
Old  :        26:        15         17          .          .          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       53.1       71.7       74.8       41.0       41.5       52.7       52.8
Old  :                 52.3       53.1       71.7       74.8       41.0       41.5       52.7       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKC
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    44,935:    12,295     28,640          0      7,475      2,975     22,815          0      1,330        480          0      1,200:    3,840     3,315
Old  :    44,935:    12,295     28,640          0      7,475      2,975     22,815          0      1,330        480          0      1,200:    3,840     3,315
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,590:       -70        675          0        755        -30      1,500          0          0          0          0          0:      190       190
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.4       63.7        0.0       16.6        6.6       50.8        0.0        3.0        1.1        0.0        2.7:      8.5       7.4
Old  :     100.0:      27.4       63.7        0.0       16.6        6.6       50.8        0.0        3.0        1.1        0.0        2.7:      8.5       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        11         17          0          .          .          .          0          .          .          0          .:
Old  :        25:        11         17          0          .          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.2       60.4       80.6       75.5       63.4       56.2       66.5       66.7
Old  :                 69.2       60.4       80.6       75.5       63.4       56.2       66.5       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKD
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    55,115:     8,170     41,425          0      6,865      2,745     39,845        280      1,100        480          0      1,200:    1,575     1,500
Old  :    55,115:     8,170     41,425          0      6,865      2,745     39,845        280      1,100        480          0      1,200:    1,575     1,500
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     1,130:        15        760          0        755       -410      1,780        280       -280          0          0          0:       25        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.8       75.2        0.0       12.5        5.0       72.3        0.5        2.0        0.9        0.0        2.2:      2.9       2.7
Old  :     100.0:      14.8       75.2        0.0       12.5        5.0       72.3        0.5        2.0        0.9        0.0        2.2:      2.9       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        10         15          0          .          .          .          .          .          .          0          .:
Old  :        23:        10         15          0          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.8       65.7       94.5       82.5       82.8       62.4       83.9       75.9
Old  :                 88.8       65.7       94.5       82.5       82.8       62.4       83.9       75.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                                                                    Code-064FKE
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   143,557:    81,382     78,130      5,570     10,972     14,965      4,625      6,545      6,690      4,070          0          0:   26,255    26,255
Old  :   143,557:    81,382     78,130      5,570     10,972     14,965      4,625      6,545      6,690      4,070          0          0:   26,255    26,255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     4,480:     3,795      2,175        455     -1,225        730          0      3,300        -35          0          0          0:     -465      -465
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.7       54.4        3.9        7.6       10.4        3.2        4.6        4.7        2.8        0.0        0.0:     18.3      18.3
Old  :     100.0:      56.7       54.4        3.9        7.6       10.4        3.2        4.6        4.7        2.8        0.0        0.0:     18.3      18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        25         26          .          .          .          .          .          .          .          0          0:
Old  :        36:        25         26          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       43.6       52.1       63.4       28.7       30.7       39.7       40.3
Old  :                 36.2       43.6       52.1       63.4       28.7       30.7       39.7       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                                                                   Code-064FKF
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   120,775:    71,365     61,380      5,610     17,515     11,915         25      1,520     10,555      3,670          0          0:   17,635    17,890
Old  :   120,775:    71,365     61,380      5,610     17,515     11,915         25      1,520     10,555      3,670          0          0:   17,635    17,890
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :     6,415:     4,960      2,035        640       -600      2,075     -3,815        360      2,915          0          0          0:     -360      -370
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.1       50.8        4.6       14.5        9.9        0.0        1.3        8.7        3.0        0.0        0.0:     14.6      14.8
Old  :     100.0:      59.1       50.8        4.6       14.5        9.9        0.0        1.3        8.7        3.0        0.0        0.0:     14.6      14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        22         22          .          .          .          .          .          .          .          0          0:
Old  :        32:        22         22          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       45.6       63.1       66.0       29.2       34.3       39.3       43.0
Old  :                 41.4       45.6       63.1       66.0       29.2       34.3       39.3       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064FZA
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    29,780:    20,410     15,915          0      9,595      1,890      4,275        300          0      1,125          0        550:    1,530     1,530
Old  :    29,780:    20,410     15,915          0      9,595      1,890      4,275        300          0      1,125          0        550:    1,530     1,530
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.5       53.4        0.0       32.2        6.3       14.4        1.0        0.0        3.8        0.0        1.8:      5.1       5.1
Old  :     100.0:      68.5       53.4        0.0       32.2        6.3       14.4        1.0        0.0        3.8        0.0        1.8:      5.1       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         10          0          .          .          .          .          0          .          0          .:
Old  :        22:        13         10          0          .          .          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       79.9       82.7       90.7       61.1       73.6       78.0       82.4
Old  :                 61.2       79.9       82.7       90.7       61.1       73.6       78.0       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064FZB
Disaggregated Commitments of Traders - Futures Only, April 28, 2020                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    29,625:    21,350     15,090          0     10,525      1,690      3,850        300          0        675          0        500:    1,560     1,520
Old  :    29,625:    21,350     15,090          0     10,525      1,690      3,850        300          0        675          0        500:    1,560     1,520
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2020                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.1       50.9        0.0       35.5        5.7       13.0        1.0        0.0        2.3        0.0        1.7:      5.3       5.1
Old  :     100.0:      72.1       50.9        0.0       35.5        5.7       13.0        1.0        0.0        2.3        0.0        1.7:      5.3       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         10          0          .          .          .          .          0          .          0          .:
Old  :        22:        13         10          0          .          .          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.3       80.4       83.2       90.9       65.3       74.7       78.8       83.4
Old  :                 65.3       80.4       83.2       90.9       65.3       74.7       78.8       83.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 01, 2020