COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-024656
Disaggregated Commitments of Traders - Futures Only, June 16, 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  :    20,251:    15,137     10,198        825        423      1,104        449      1,015        237        371      5,448      1,402:      726       424
Old  :    20,251:    15,137     10,198        825        423      1,104        449      1,015        237        371      5,448      1,402:      726       424
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       515:       141        135        -62         73        263          0        -15          0          0        -75        134:       39         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.7       50.4        4.1        2.1        5.5        2.2        5.0        1.2        1.8       26.9        6.9:      3.6       2.1
Old  :     100.0:      74.7       50.4        4.1        2.1        5.5        2.2        5.0        1.2        1.8       26.9        6.9:      3.6       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  :        28:        12         12          .          .          5          .          .          .          .          5          4:
Old  :        28:        12         12          .          .          5          .          .          .          .          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  :                 52.2       39.8       73.9       69.2       33.7       28.1       43.4       42.7
Old  :                 52.2       39.8       73.9       69.2       33.7       28.1       43.4       42.7
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, June 16, 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  :     8,262:     4,543      4,597        639      2,113      1,071      1,641        198         44        173         88          0:      151       151
Old  :     8,262:     4,543      4,597        639      2,113      1,071      1,641        198         44        173         88          0:      151       151
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 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:      55.0       55.6        7.7       25.6       13.0       19.9        2.4        0.5        2.1        1.1        0.0:      1.8       1.8
Old  :     100.0:      55.0       55.6        7.7       25.6       13.0       19.9        2.4        0.5        2.1        1.1        0.0:      1.8       1.8
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  :        27:        11         10          .          .          .          .          .          .          .          .          0:
Old  :        27:        11         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  :                 62.4       75.7       85.9       89.7       51.0       63.0       67.7       70.8
Old  :                 62.4       75.7       85.9       89.7       51.0       63.0       67.7       70.8
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, June 16, 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  :    37,278:    24,147     32,043      4,242         60      2,419        889        150        139      3,280        425      2,027:      135        15
Old  :    37,278:    24,147     32,043      4,242         60      2,419        889        150        139      3,280        425      2,027:      135        15
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :      -484:       196       -489       -950         60        143         25          0          0         25       -275         77:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.8       86.0       11.4        0.2        6.5        2.4        0.4        0.4        8.8        1.1        5.4:      0.4       0.0
Old  :     100.0:      64.8       86.0       11.4        0.2        6.5        2.4        0.4        0.4        8.8        1.1        5.4:      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  :        35:        20         21          .          .          .          .          .          .          .          5          5:
Old  :        35:        20         21          .          .          .          .          .          .          .          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  :                 48.8       55.4       74.8       78.2       44.2       48.8       59.6       63.6
Old  :                 48.8       55.4       74.8       78.2       44.2       48.8       59.6       63.6
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, June 16, 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 MWh for about 368 Hours)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    33,366:    26,497     28,940          0      2,136      1,118         25        291        331      4,630         25        525:      240         0
Old  :    33,366:    26,497     28,940          0      2,136      1,118         25        291        331      4,630         25        525:      240         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       719:       689        379          0        360         30          0         75        -75        125          0        -50:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       86.7        0.0        6.4        3.4        0.1        0.9        1.0       13.9        0.1        1.6:      0.7       0.0
Old  :     100.0:      79.4       86.7        0.0        6.4        3.4        0.1        0.9        1.0       13.9        0.1        1.6:      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  :        32:        18         20          0          .          .          .          .          .          5          .          .:
Old  :        32:        18         20          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  :                 56.4       64.4       76.8       86.2       52.7       55.7       68.1       73.2
Old  :                 56.4       64.4       76.8       86.2       52.7       55.7       68.1       73.2
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, June 16, 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 1Megawatt for 368 Hours)                                                                                  :
     :          :    Positions                                                                                                           :
All  :   132,301:   104,885     95,136      2,998     13,464      7,668      2,883      1,528      6,750      3,737      4,550      3,140:      240        65
Old  :   132,301:   104,885     95,136      2,998     13,464      7,668      2,883      1,528      6,750      3,737      4,550      3,140:      240        65
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       880:      -129      1,607        299       -963        526         35        -25          0        172       -245        -20:       -3         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.3       71.9        2.3       10.2        5.8        2.2        1.2        5.1        2.8        3.4        2.4:      0.2       0.0
Old  :     100.0:      79.3       71.9        2.3       10.2        5.8        2.2        1.2        5.1        2.8        3.4        2.4:      0.2       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  :        63:        30         29          .          .          5          4          6          .         12          .          6:
Old  :        63:        30         29          .          .          5          4          6          .         12          .          6:
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  :                 49.3       34.5       69.5       55.1       43.5       29.9       48.9       40.9
Old  :                 49.3       34.5       69.5       55.1       43.5       29.9       48.9       40.9
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, June 16, 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  :    68,482:    57,221     48,663      3,440      9,453      4,846        175      1,128      1,475        446      1,977        879:        0        61
Old  :    68,482:    57,221     48,663      3,440      9,453      4,846        175      1,128      1,475        446      1,977        879:        0        61
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       677:       921        305          0       -325         45          0        314         11       -325        302         25:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.6       71.1        5.0       13.8        7.1        0.3        1.6        2.2        0.7        2.9        1.3:      0.0       0.1
Old  :     100.0:      83.6       71.1        5.0       13.8        7.1        0.3        1.6        2.2        0.7        2.9        1.3:      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  :        41:        22         20          .          .          .          .          .          .          .          5          .:
Old  :        41:        22         20          .          .          .          .          .          .          .          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  :                 61.1       76.3       80.7       88.5       57.5       60.8       67.9       69.5
Old  :                 61.1       76.3       80.7       88.5       57.5       60.8       67.9       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                             Code-064396
Disaggregated Commitments of Traders - Futures Only, June 16, 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 per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    38,781:    36,051     27,915        597      7,630        808          0      1,003          0      1,050      1,150        275:        0         0
Old  :    38,781:    36,051     27,915        597      7,630        808          0      1,003          0      1,050      1,150        275:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       390:       465        750        -15       -300        -60          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.0       72.0        1.5       19.7        2.1        0.0        2.6        0.0        2.7        3.0        0.7:      0.0       0.0
Old  :     100.0:      93.0       72.0        1.5       19.7        2.1        0.0        2.6        0.0        2.7        3.0        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  :        27:        12         13          .          .          .          0          .          0          .          .          .:
Old  :        27:        12         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  :                 78.3       80.3       91.5       94.3       71.7       66.9       78.6       80.1
Old  :                 78.3       80.3       91.5       94.3       71.7       66.9       78.6       80.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                          Code-06439A
Disaggregated Commitments of Traders - Futures Only, June 16, 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 per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    59,781:    34,341     24,097        904     26,659      2,726     15,565        150         50      1,445      1,490      4,520:      230        89
Old  :    59,781:    34,341     24,097        904     26,659      2,726     15,565        150         50      1,445      1,490      4,520:      230        89
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       334:       230        229        -25         65         30          0          0          0         89          0         10:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.4       40.3        1.5       44.6        4.6       26.0        0.3        0.1        2.4        2.5        7.6:      0.4       0.1
Old  :     100.0:      57.4       40.3        1.5       44.6        4.6       26.0        0.3        0.1        2.4        2.5        7.6:      0.4       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  :        38:        19         18          .          .          5          4          .          .          .          .          .:
Old  :        38:        19         18          .          .          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  :                 49.0       66.2       70.8       82.6       46.0       57.5       60.3       69.8
Old  :                 49.0       66.2       70.8       82.6       46.0       57.5       60.3       69.8
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, June 16, 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  :    76,215:    43,321     24,004          0     41,656      4,602     22,287        425        195      2,163      2,390      2,881:      766        62
Old  :    76,215:    43,321     24,004          0     41,656      4,602     22,287        425        195      2,163      2,390      2,881:      766        62
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       437:       263        159          0        367        -75         45        -40         15        178          0         11:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.8       31.5        0.0       54.7        6.0       29.2        0.6        0.3        2.8        3.1        3.8:      1.0       0.1
Old  :     100.0:      56.8       31.5        0.0       54.7        6.0       29.2        0.6        0.3        2.8        3.1        3.8:      1.0       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  :        42:        20         20          0          4          4          6          .          .          .          .          .:
Old  :        42:        20         20          0          4          4          6          .          .          .          .          .:
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       70.3       70.3       84.4       50.8       62.8       64.7       74.1
Old  :                 52.3       70.3       70.3       84.4       50.8       62.8       64.7       74.1
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, June 16, 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  :    69,283:    53,866     42,856      8,052     20,723      3,442          0          0          0      1,907        768      1,494:      522         0
Old  :    69,283:    53,866     42,856      8,052     20,723      3,442          0          0          0      1,907        768      1,494:      522         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       469:        99        110        200        220        150          0          0          0         31          0        -11:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.7       61.9       11.6       29.9        5.0        0.0        0.0        0.0        2.8        1.1        2.2:      0.8       0.0
Old  :     100.0:      77.7       61.9       11.6       29.9        5.0        0.0        0.0        0.0        2.8        1.1        2.2:      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  :        36:        24         21          .          .          .          0          0          0          .          .          .:
Old  :        36:        24         21          .          .          .          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  :                 45.0       64.7       70.6       85.1       41.4       64.7       62.8       76.0
Old  :                 45.0       64.7       70.6       85.1       41.4       64.7       62.8       76.0
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, June 16, 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  :    87,699:    64,535     47,622     17,648     35,821      1,190          0         75          0      1,618        805      2,186:      522         0
Old  :    87,699:    64,535     47,622     17,648     35,821      1,190          0         75          0      1,618        805      2,186:      522         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       817:       -30        -50      1,105      1,145       -290          0          0          0         32         12          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.6       54.3       20.1       40.8        1.4        0.0        0.1        0.0        1.8        0.9        2.5:      0.6       0.0
Old  :     100.0:      73.6       54.3       20.1       40.8        1.4        0.0        0.1        0.0        1.8        0.9        2.5:      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  :        41:        24         23          4          .          4          0          .          0          .          .          .:
Old  :        41:        24         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  :                 44.1       69.0       67.5       84.6       43.4       68.9       64.5       78.2
Old  :                 44.1       69.0       67.5       84.6       43.4       68.9       64.5       78.2
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, June 16, 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  :    44,192:    29,545     39,462      9,544          0      4,184          0          0          0        280          0        225:      414       321
Old  :    44,192:    29,545     39,462      9,544          0      4,184          0          0          0        280          0        225:      414       321
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       -40:      -100        -40         60          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.9       89.3       21.6        0.0        9.5        0.0        0.0        0.0        0.6        0.0        0.5:      0.9       0.7
Old  :     100.0:      66.9       89.3       21.6        0.0        9.5        0.0        0.0        0.0        0.6        0.0        0.5:      0.9       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  :        24:        17         13          .          0          .          0          0          0          .          0          .:
Old  :        24:        17         13          .          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  :                 66.4       81.9       85.4       94.7       53.6       71.9       66.3       73.6
Old  :                 66.4       81.9       85.4       94.7       53.6       71.9       66.3       73.6
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, June 16, 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 for about 368 Hours)                                                                                              :
     :          :    Positions                                                                                                           :
All  :    28,851:    26,770     17,219          0      9,080      1,247          0        600          0        360        695          0:      474        10
Old  :    28,851:    26,770     17,219          0      9,080      1,247          0        600          0        360        695          0:      474        10
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       585:       595        -25          0        560        -10          0          0          0          0         60          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.8       59.7        0.0       31.5        4.3        0.0        2.1        0.0        1.2        2.4        0.0:      1.6       0.0
Old  :     100.0:      92.8       59.7        0.0       31.5        4.3        0.0        2.1        0.0        1.2        2.4        0.0:      1.6       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  :        25:        18         15          0          .          .          0          .          0          .          .          0:
Old  :        25:        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  :                 60.5       67.0       77.1       82.9       48.5       54.8       60.0       63.7
Old  :                 60.5       67.0       77.1       82.9       48.5       54.8       60.0       63.7
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, June 16, 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  :    18,087:    11,105     16,857      5,040          0      1,140          0          0          0        605          0         90:      107         0
Old  :    18,087:    11,105     16,857      5,040          0      1,140          0          0          0        605          0         90:      107         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 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:      61.4       93.2       27.9        0.0        6.3        0.0        0.0        0.0        3.3        0.0        0.5:      0.6       0.0
Old  :     100.0:      61.4       93.2       27.9        0.0        6.3        0.0        0.0        0.0        3.3        0.0        0.5:      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  :        21:        11         12          .          0          .          0          0          0          4          0          .:
Old  :        21:        11         12          .          0          .          0          0          0          4          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       77.8       81.7       97.0       50.7       68.7       64.0       70.2
Old  :                 59.6       77.8       81.7       97.0       50.7       68.7       64.0       70.2
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, June 16, 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  :    82,204:    58,650     60,736        370      8,694      8,242      6,513      1,246         74      6,065      1,213      1,833:      457       166
Old  :    82,204:    58,650     60,736        370      8,694      8,242      6,513      1,246         74      6,065      1,213      1,833:      457       166
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       959:     1,236      1,075          0       -706        332        -29        134         28       -681        112         24:       49       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.3       73.9        0.5       10.6       10.0        7.9        1.5        0.1        7.4        1.5        2.2:      0.6       0.2
Old  :     100.0:      71.3       73.9        0.5       10.6       10.0        7.9        1.5        0.1        7.4        1.5        2.2:      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:        30         31          .          .          .          6          .          .          9          5          7:
Old  :        62:        30         31          .          .          .          6          .          .          9          5          7:
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  :                 31.4       41.1       53.8       65.3       19.4       21.9       29.7       32.3
Old  :                 31.4       41.1       53.8       65.3       19.4       21.9       29.7       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-06439V
Disaggregated Commitments of Traders - Futures Only, June 16, 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  :    12,780:     8,493     12,630      3,717          0          0        570          0          0          0        150          0:        0         0
Old  :    12,780:     8,493     12,630      3,717          0          0        570          0          0          0        150          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     1,332:     1,212      1,332          0          0          0        120          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.5       98.8       29.1        0.0        0.0        4.5        0.0        0.0        0.0        1.2        0.0:      0.0       0.0
Old  :     100.0:      66.5       98.8       29.1        0.0        0.0        4.5        0.0        0.0        0.0        1.2        0.0:      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  :        20:         8         12          .          0          0          .          0          0          0          .          0:
Old  :        20:         8         12          .          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  :                 60.2       68.5       95.0       95.4       55.2       59.5       73.2       73.2
Old  :                 60.2       68.5       95.0       95.4       55.2       59.5       73.2       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439W
Disaggregated Commitments of Traders - Futures Only, June 16, 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  :    12,720:     8,433     12,570      3,717          0          0        570          0          0          0        150          0:        0         0
Old  :    12,720:     8,433     12,570      3,717          0          0        570          0          0          0        150          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     1,332:     1,212      1,332          0          0          0        120          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.3       98.8       29.2        0.0        0.0        4.5        0.0        0.0        0.0        1.2        0.0:      0.0       0.0
Old  :     100.0:      66.3       98.8       29.2        0.0        0.0        4.5        0.0        0.0        0.0        1.2        0.0:      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  :        20:         8         12          .          0          0          .          0          0          0          .          0:
Old  :        20:         8         12          .          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  :                 60.5       68.3       95.5       95.4       55.5       59.8       73.1       73.1
Old  :                 60.5       68.3       95.5       95.4       55.5       59.8       73.1       73.1
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, June 16, 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  :    43,301:    34,374     32,314          0      6,401      3,048          0        520          0      5,245        300        310:      324       408
Old  :    43,301:    34,374     32,314          0      6,401      3,048          0        520          0      5,245        300        310:      324       408
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     2,469:     2,469      2,283          0         65          0          0        120          0          0          0          0:        0         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       74.6        0.0       14.8        7.0        0.0        1.2        0.0       12.1        0.7        0.7:      0.7       0.9
Old  :     100.0:      79.4       74.6        0.0       14.8        7.0        0.0        1.2        0.0       12.1        0.7        0.7:      0.7       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  :        31:        17         16          0          .          .          0          .          0          4          .          .:
Old  :        31:        17         16          0          .          .          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  :                 44.3       54.1       73.0       81.0       42.7       43.7       59.8       57.3
Old  :                 44.3       54.1       73.0       81.0       42.7       43.7       59.8       57.3
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, June 16, 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  :    48,549:    36,649     42,484      5,424          0      5,429          0          0          0        690        100        200:      157       336
Old  :    48,549:    36,649     42,484      5,424          0      5,429          0          0          0        690        100        200:      157       336
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       290:       110        240        130          0         50          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.5       87.5       11.2        0.0       11.2        0.0        0.0        0.0        1.4        0.2        0.4:      0.3       0.7
Old  :     100.0:      75.5       87.5       11.2        0.0       11.2        0.0        0.0        0.0        1.4        0.2        0.4:      0.3       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:        21         16          .          0          .          0          0          0          .          .          .:
Old  :        32:        21         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  :                 50.8       77.2       73.7       91.9       38.2       64.0       52.1       66.1
Old  :                 50.8       77.2       73.7       91.9       38.2       64.0       52.1       66.1
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, June 16, 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  :    40,949:    35,544     29,650         55      5,563      4,399         70        900         50        320        365         10:      501        12
Old  :    40,949:    35,544     29,650         55      5,563      4,399         70        900         50        320        365         10:      501        12
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :      -522:      -167         16          0       -153       -365         20          0        -20         10        -10         10:      -10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.8       72.4        0.1       13.6       10.7        0.2        2.2        0.1        0.8        0.9        0.0:      1.2       0.0
Old  :     100.0:      86.8       72.4        0.1       13.6       10.7        0.2        2.2        0.1        0.8        0.9        0.0:      1.2       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  :        32:        22         20          .          .          .          .          .          .          .          .          .:
Old  :        32:        22         20          .          .          .          .          .          .          .          .          .:
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       60.2       80.5       82.0       49.5       48.4       58.8       60.1
Old  :                 61.6       60.2       80.5       82.0       49.5       48.4       58.8       60.1
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, June 16, 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  :    68,009:    52,390     65,736     11,513        130      1,630          0          0          0      1,408        200         73:      995       240
Old  :    68,009:    52,390     65,736     11,513        130      1,630          0          0          0      1,408        200         73:      995       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       810:       870        750       -120          0         60          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.0       96.7       16.9        0.2        2.4        0.0        0.0        0.0        2.1        0.3        0.1:      1.5       0.4
Old  :     100.0:      77.0       96.7       16.9        0.2        2.4        0.0        0.0        0.0        2.1        0.3        0.1:      1.5       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  :        29:        16         11          5          .          4          0          0          0          .          .          .:
Old  :        29:        16         11          5          .          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  :                 56.2       92.0       78.1       96.5       55.4       87.9       76.2       89.6
Old  :                 56.2       92.0       78.1       96.5       55.4       87.9       76.2       89.6
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, June 16, 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  :    72,648:    60,786     67,214      5,233        687      4,108          0        150          0      1,917        200        104:      500       185
Old  :    72,648:    60,786     67,214      5,233        687      4,108          0        150          0      1,917        200        104:      500       185
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       425:       457        420        -10          0          0          0          0          0        -27          0          5:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.7       92.5        7.2        0.9        5.7        0.0        0.2        0.0        2.6        0.3        0.1:      0.7       0.3
Old  :     100.0:      83.7       92.5        7.2        0.9        5.7        0.0        0.2        0.0        2.6        0.3        0.1:      0.7       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  :        33:        20         12          .          .          4          0          .          0          .          .          .:
Old  :        33:        20         12          .          .          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  :                 50.7       87.0       74.0       96.5       50.5       83.6       72.7       87.2
Old  :                 50.7       87.0       74.0       96.5       50.5       83.6       72.7       87.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV                                                                                          Code-0643BF
Disaggregated Commitments of Traders - Futures Only, June 16, 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 per Hour for about 368 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    80,792:    66,064     72,877      9,566      3,565      1,488          0        448         80      1,013        123      2,141:      440        70
Old  :    80,792:    66,064     72,877      9,566      3,565      1,488          0        448         80      1,013        123      2,141:      440        70
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     1,205:       134      1,921       -237        -70         10          0          0          0        598     -1,356        700:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.8       90.2       11.8        4.4        1.8        0.0        0.6        0.1        1.3        0.2        2.7:      0.5       0.1
Old  :     100.0:      81.8       90.2       11.8        4.4        1.8        0.0        0.6        0.1        1.3        0.2        2.7:      0.5       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  :        40:        22         21          6          .          4          0          .          .          .          .          .:
Old  :        40:        22         21          6          .          4          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  :                 55.6       57.3       71.8       82.6       55.4       55.1       70.2       75.2
Old  :                 55.6       57.3       71.8       82.6       55.4       55.1       70.2       75.2
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, June 16, 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  :   100,185:    81,441     87,957     11,291      3,208      2,962        371      1,772        116      1,117      1,575      2,560:      327        35
Old  :   100,185:    81,441     87,957     11,291      3,208      2,962        371      1,772        116      1,117      1,575      2,560:      327        35
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :      -103:      -699      1,368        -45        -25          0        225         25       -220        654     -1,261          5:      -23         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.3       87.8       11.3        3.2        3.0        0.4        1.8        0.1        1.1        1.6        2.6:      0.3       0.0
Old  :     100.0:      81.3       87.8       11.3        3.2        3.0        0.4        1.8        0.1        1.1        1.6        2.6:      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  :        54:        25         28          6          .          5          .          7          .          4          .          4:
Old  :        54:        25         28          6          .          5          .          7          .          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  :                 50.6       50.9       69.6       75.0       50.0       50.1       63.8       69.3
Old  :                 50.6       50.9       69.6       75.0       50.0       50.1       63.8       69.3
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, June 16, 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  :    60,572:    42,463     53,714     17,834      1,973         60          0      3,275          0        100      1,450        100:       15         0
Old  :    60,572:    42,463     53,714     17,834      1,973         60          0      3,275          0        100      1,450        100:       15         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       253:       403        513       -150          0          0          0         15          0          0       -275          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.1       88.7       29.4        3.3        0.1        0.0        5.4        0.0        0.2        2.4        0.2:      0.0       0.0
Old  :     100.0:      70.1       88.7       29.4        3.3        0.1        0.0        5.4        0.0        0.2        2.4        0.2:      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:        13         13          .          .          .          0          .          0          .          .          .:
Old  :        29:        13         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  :                 73.8       89.6       95.2       96.6       73.7       86.6       91.0       91.0
Old  :                 73.8       89.6       95.2       96.6       73.7       86.6       91.0       91.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                             Code-0643BR
Disaggregated Commitments of Traders - Futures Only, June 16, 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 per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    54,705:    36,175     53,355     16,830          0        225          0        175          0      1,250        725        225:        0         0
Old  :    54,705:    36,175     53,355     16,830          0        225          0        175          0      1,250        725        225:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       240:       150        150          0          0         90          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.1       97.5       30.8        0.0        0.4        0.0        0.3        0.0        2.3        1.3        0.4:      0.0       0.0
Old  :     100.0:      66.1       97.5       30.8        0.0        0.4        0.0        0.3        0.0        2.3        1.3        0.4:      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  :        24:        11          8          .          0          .          0          .          0          .          .          .:
Old  :        24:        11          8          .          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  :                 80.9       95.6       94.9       98.4       80.9       91.7       91.4       93.7
Old  :                 80.9       95.6       94.9       98.4       80.9       91.7       91.4       93.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                              Code-0643BS
Disaggregated Commitments of Traders - Futures Only, June 16, 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 per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    57,149:    37,452     51,982     14,647        227      2,248        725         35         75        796      1,562        875:      331       145
Old  :    57,149:    37,452     51,982     14,647        227      2,248        725         35         75        796      1,562        875:      331       145
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       295:       163        263        117          0          0          0         35          0         -2          2          0:       17        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.5       91.0       25.6        0.4        3.9        1.3        0.1        0.1        1.4        2.7        1.5:      0.6       0.3
Old  :     100.0:      65.5       91.0       25.6        0.4        3.9        1.3        0.1        0.1        1.4        2.7        1.5:      0.6       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  :        31:        17         17          4          .          .          .          .          .          .          .          .:
Old  :        31:        17         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  :                 52.6       82.4       73.9       91.6       48.7       76.6       68.9       82.1
Old  :                 52.6       82.4       73.9       91.6       48.7       76.6       68.9       82.1
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, June 16, 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  :    63,626:    44,305     56,147     15,429        415        378        720      3,225        250      1,281      1,927        889:      374       395
Old  :    63,626:    44,305     56,147     15,429        415        378        720      3,225        250      1,281      1,927        889:      374       395
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       548:      -878        516      1,196         -6        -10          0       -100          0         17        160         -2:      225       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.6       88.2       24.2        0.7        0.6        1.1        5.1        0.4        2.0        3.0        1.4:      0.6       0.6
Old  :     100.0:      69.6       88.2       24.2        0.7        0.6        1.1        5.1        0.4        2.0        3.0        1.4:      0.6       0.6
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  :        34:        17         18          .          .          .          .          .          .          .          4          .:
Old  :        34:        17         18          .          .          .          .          .          .          .          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  :                 54.6       77.0       76.4       88.6       53.5       72.0       72.6       78.6
Old  :                 54.6       77.0       76.4       88.6       53.5       72.0       72.6       78.6
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, June 16, 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  :    24,054:    13,126     22,736     10,411          0        433          0        805          0          0          0          0:       84        80
Old  :    24,054:    13,126     22,736     10,411          0        433          0        805          0          0          0          0:       84        80
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     1,086:       370        915        545          0        171          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.6       94.5       43.3        0.0        1.8        0.0        3.3        0.0        0.0        0.0        0.0:      0.3       0.3
Old  :     100.0:      54.6       94.5       43.3        0.0        1.8        0.0        3.3        0.0        0.0        0.0        0.0:      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  :        24:        14         14          4          0          .          0          .          0          0          0          0:
Old  :        24:        14         14          4          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  :                 69.6       79.9       90.0       95.0       67.6       74.6       85.2       89.5
Old  :                 69.6       79.9       90.0       95.0       67.6       74.6       85.2       89.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-0643BX
Disaggregated Commitments of Traders - Futures Only, June 16, 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 for about 368 Hours)                                                                                              :
     :          :    Positions                                                                                                           :
All  :    23,855:    12,644     23,238     10,473          0        372          0        225          0          0          0          0:      366        20
Old  :    23,855:    12,644     23,238     10,473          0        372          0        225          0          0          0          0:      366        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     1,025:       300        905        600          0        120          0          0          0          0          0          0:        5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.0       97.4       43.9        0.0        1.6        0.0        0.9        0.0        0.0        0.0        0.0:      1.5       0.1
Old  :     100.0:      53.0       97.4       43.9        0.0        1.6        0.0        0.9        0.0        0.0        0.0        0.0:      1.5       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  :        22:        13         13          5          0          .          0          .          0          0          0          0:
Old  :        22:        13         13          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  :                 68.8       85.7       87.3       96.1       67.0       76.7       82.6       86.9
Old  :                 68.8       85.7       87.3       96.1       67.0       76.7       82.6       86.9
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, June 16, 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  :    31,033:    25,791     22,117      2,550      4,837        786          0        634        330      1,340      1,507        185:       51       637
Old  :    31,033:    25,791     22,117      2,550      4,837        786          0        634        330      1,340      1,507        185:       51       637
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :        80:       120       -210        -50         50          0          0        260          0          0          0          0:       10       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.1       71.3        8.2       15.6        2.5        0.0        2.0        1.1        4.3        4.9        0.6:      0.2       2.1
Old  :     100.0:      83.1       71.3        8.2       15.6        2.5        0.0        2.0        1.1        4.3        4.9        0.6:      0.2       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  :        29:        15         16          .          .          .          0          .          .          .          .          .:
Old  :        29:        15         16          .          .          .          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  :                 73.2       55.8       88.2       76.6       66.2       53.0       80.6       72.7
Old  :                 73.2       55.8       88.2       76.6       66.2       53.0       80.6       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV                                                                                           Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, June 16, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1MW for about 368 Hours)                                                                                               :
     :          :    Positions                                                                                                           :
All  :    18,890:    15,157     14,943      1,448        997        230          0      1,080          0        675      1,003        182:    1,198       455
Old  :    18,890:    15,157     14,943      1,448        997        230          0      1,080          0        675      1,003        182:    1,198       455
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :        -6:         0        -84          0         22          0          0          0          0          0         84        -28:       22         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       79.1        7.7        5.3        1.2        0.0        5.7        0.0        3.6        5.3        1.0:      6.3       2.4
Old  :     100.0:      80.2       79.1        7.7        5.3        1.2        0.0        5.7        0.0        3.6        5.3        1.0:      6.3       2.4
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  :        20:         9          9          .          .          .          0          .          0          .          .          .:
Old  :        20:         9          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  :                 79.1       67.6       90.5       85.4       79.1       64.2       85.8       79.4
Old  :                 79.1       67.6       90.5       85.4       79.1       64.2       85.8       79.4
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, June 16, 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  :    57,778:    43,737     28,675      6,948     20,894        523      2,656      5,594        284      1,838        121      1,648:      144        39
Old  :    57,778:    43,737     28,675      6,948     20,894        523      2,656      5,594        284      1,838        121      1,648:      144        39
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     1,171:       817        538        285        600        -36         96        240        -96         90        -85          0:       15        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       49.6       12.0       36.2        0.9        4.6        9.7        0.5        3.2        0.2        2.9:      0.2       0.1
Old  :     100.0:      75.7       49.6       12.0       36.2        0.9        4.6        9.7        0.5        3.2        0.2        2.9:      0.2       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  :        41:        24         20          5          .          6          .          .          .          .          .          .:
Old  :        41:        24         20          5          .          6          .          .          .          .          .          .:
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       71.4       67.4       85.6       45.9       61.6       60.8       71.7
Old  :                 50.2       71.4       67.4       85.6       45.9       61.6       60.8       71.7
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, June 16, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1MW for about 368 Hours)                                                                                               :
     :          :    Positions                                                                                                           :
All  :    35,843:    30,526     14,206      2,067     17,674      1,078        720      1,095        165        561        985        573:      153        67
Old  :    35,843:    30,526     14,206      2,067     17,674      1,078        720      1,095        165        561        985        573:      153        67
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       701:       693       -442         25        960        -17          0        200          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.2       39.6        5.8       49.3        3.0        2.0        3.1        0.5        1.6        2.7        1.6:      0.4       0.2
Old  :     100.0:      85.2       39.6        5.8       49.3        3.0        2.0        3.1        0.5        1.6        2.7        1.6:      0.4       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  :        35:        21         16          4          .          .          .          .          .          .          .          .:
Old  :        35:        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  :                 59.2       70.1       77.4       83.6       51.9       65.9       62.0       71.7
Old  :                 59.2       70.1       77.4       83.6       51.9       65.9       62.0       71.7
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, June 16, 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  :    19,590:    10,043     18,031      7,396          0        920        301        264          0        625        175        200:      105         0
Old  :    19,590:    10,043     18,031      7,396          0        920        301        264          0        625        175        200:      105         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       245:       320        370        -50          0         25        150          0       -150        -50          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.3       92.0       37.8        0.0        4.7        1.5        1.3        0.0        3.2        0.9        1.0:      0.5       0.0
Old  :     100.0:      51.3       92.0       37.8        0.0        4.7        1.5        1.3        0.0        3.2        0.9        1.0:      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  :        33:        16         17          .          0          .          .          .          0          .          .          .:
Old  :        33:        16         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  :                 64.3       73.6       83.1       85.6       59.4       67.5       73.8       76.6
Old  :                 64.3       73.6       83.1       85.6       59.4       67.5       73.8       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV                                                                                           Code-0643CC
Disaggregated Commitments of Traders - Futures Only, June 16, 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 for about 368 Hours)                                                                                              :
     :          :    Positions                                                                                                           :
All  :    19,556:     9,030     17,486      8,040          0      1,920          0         50          0        475        100          0:       91         0
Old  :    19,556:     9,030     17,486      8,040          0      1,920          0         50          0        475        100          0:       91         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       495:       375        420         45          0         75          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.2       89.4       41.1        0.0        9.8        0.0        0.3        0.0        2.4        0.5        0.0:      0.5       0.0
Old  :     100.0:      46.2       89.4       41.1        0.0        9.8        0.0        0.3        0.0        2.4        0.5        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          8          .          0          .          0          .          0          .          .          0:
Old  :        21:        11          8          .          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  :                 74.2       94.2       95.9       99.0       64.4       84.5       86.1       87.2
Old  :                 74.2       94.2       95.9       99.0       64.4       84.5       86.1       87.2
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, June 16, 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  :    10,395:     6,733      8,605      2,107      1,000        165        150          0          0        295        100        490:      455        35
Old  :    10,395:     6,733      8,605      2,107      1,000        165        150          0          0        295        100        490:      455        35
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :         0:        25          0        -25          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.8       82.8       20.3        9.6        1.6        1.4        0.0        0.0        2.8        1.0        4.7:      4.4       0.3
Old  :     100.0:      64.8       82.8       20.3        9.6        1.6        1.4        0.0        0.0        2.8        1.0        4.7:      4.4       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  :        22:        11          9          .          .          .          .          0          0          .          .          .:
Old  :        22:        11          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  :                 54.4       65.9       79.4       87.0       50.5       58.9       68.9       75.7
Old  :                 54.4       65.9       79.4       87.0       50.5       58.9       68.9       75.7
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, June 16, 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  :     9,436:     5,871      7,650      2,059      1,000        166        150          0          0        265        100        485:      440        35
Old  :     9,436:     5,871      7,650      2,059      1,000        166        150          0          0        265        100        485:      440        35
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :         0:        25          0        -25          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       81.1       21.8       10.6        1.8        1.6        0.0        0.0        2.8        1.1        5.1:      4.7       0.4
Old  :     100.0:      62.2       81.1       21.8       10.6        1.8        1.6        0.0        0.0        2.8        1.1        5.1:      4.7       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  :        22:        10          8          .          .          .          .          0          0          .          .          .:
Old  :        22:        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  :                 55.7       67.0       79.6       90.7       49.8       58.9       70.1       79.3
Old  :                 55.7       67.0       79.6       90.7       49.8       58.9       70.1       79.3
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, June 16, 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  :    35,181:    21,160     29,146     10,495          0        370        150          0          0      1,050      3,740      1,925:       31         0
Old  :    35,181:    21,160     29,146     10,495          0        370        150          0          0      1,050      3,740      1,925:       31         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     1,130:     1,130      1,130          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.1       82.8       29.8        0.0        1.1        0.4        0.0        0.0        3.0       10.6        5.5:      0.1       0.0
Old  :     100.0:      60.1       82.8       29.8        0.0        1.1        0.4        0.0        0.0        3.0       10.6        5.5:      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  :        30:        16         11          .          0          .          .          0          0          .          4          .:
Old  :        30:        16         11          .          0          .          .          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  :                 70.0       65.6       84.6       92.7       65.7       58.6       75.2       77.5
Old  :                 70.0       65.6       84.6       92.7       65.7       58.6       75.2       77.5
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, June 16, 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  :    35,566:    21,750     29,721     10,265          0        465        150          0          0      1,050      3,525      1,855:       31         0
Old  :    35,566:    21,750     29,721     10,265          0        465        150          0          0      1,050      3,525      1,855:       31         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     1,130:     1,130      1,130          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.2       83.6       28.9        0.0        1.3        0.4        0.0        0.0        3.0        9.9        5.2:      0.1       0.0
Old  :     100.0:      61.2       83.6       28.9        0.0        1.3        0.4        0.0        0.0        3.0        9.9        5.2:      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  :        30:        16         12          .          0          .          .          0          0          .          4          .:
Old  :        30:        16         12          .          0          .          .          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  :                 68.1       67.0       83.0       93.2       64.2       59.2       73.6       77.9
Old  :                 68.1       67.0       83.0       93.2       64.2       59.2       73.6       77.9
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, June 16, 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  :   112,809:    82,406     91,520     22,097      7,976      5,164        125        875        755        540      4,810      1,649:       73        60
Old  :   112,809:    82,406     91,520     22,097      7,976      5,164        125        875        755        540      4,810      1,649:       73        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     2,099:     1,916      2,173       -126       -460        295          0         25          0         10         69          0:        4        -3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.0       81.1       19.6        7.1        4.6        0.1        0.8        0.7        0.5        4.3        1.5:      0.1       0.1
Old  :     100.0:      73.0       81.1       19.6        7.1        4.6        0.1        0.8        0.7        0.5        4.3        1.5:      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  :        55:        33         28          5          .          4          .          .          .          .          7          .:
Old  :        55:        33         28          5          .          4          .          .          .          .          7          .:
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  :                 38.6       53.4       59.9       74.3       34.1       49.4       55.2       65.9
Old  :                 38.6       53.4       59.9       74.3       34.1       49.4       55.2       65.9
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, June 16, 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  :   126,599:    92,046    104,532     21,769      4,390      7,717          7      1,280      1,648        759      4,371      2,601:       52        60
Old  :   126,599:    92,046    104,532     21,769      4,390      7,717          7      1,280      1,648        759      4,371      2,601:       52        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     3,192:     2,479      1,655        826      1,070       -202        -25        310         25         79        334          0:       10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.7       82.6       17.2        3.5        6.1        0.0        1.0        1.3        0.6        3.5        2.1:      0.0       0.0
Old  :     100.0:      72.7       82.6       17.2        3.5        6.1        0.0        1.0        1.3        0.6        3.5        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  :        60:        36         28          6          .          6          .          .          .          4          7          5:
Old  :        60:        36         28          6          .          6          .          .          .          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  :                 33.6       56.3       55.1       78.6       32.0       52.5       49.7       69.1
Old  :                 33.6       56.3       55.1       78.6       32.0       52.5       49.7       69.1
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, June 16, 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  :   277,587:   149,715    206,147     42,380      4,654     29,656     16,388      3,595     12,443     15,433      9,658     11,264:      308       170
Old  :   277,587:   149,715    206,147     42,380      4,654     29,656     16,388      3,595     12,443     15,433      9,658     11,264:      308       170
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     2,483:    -1,121      5,436      2,919        174     -2,142      1,244     -2,349        901        832        639       -149:       -1       -27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.9       74.3       15.3        1.7       10.7        5.9        1.3        4.5        5.6        3.5        4.1:      0.1       0.1
Old  :     100.0:      53.9       74.3       15.3        1.7       10.7        5.9        1.3        4.5        5.6        3.5        4.1:      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  :        93:        43         33          .          .          5         12          6          8         16          8         16:
Old  :        93:        43         33          .          .          5         12          6          8         16          8         16:
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       41.1       57.6       63.4       26.0       27.8       34.0       37.2
Old  :                 42.0       41.1       57.6       63.4       26.0       27.8       34.0       37.2
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, June 16, 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  :    16,489:     8,924     14,755      1,688        145        854        820        600         65      3,818          0          0:      320        70
Old  :    16,489:     8,924     14,755      1,688        145        854        820        600         65      3,818          0          0:      320        70
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :        25:       120         25        -25          0          0         25          0          0         25          0          0:     -120         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.1       89.5       10.2        0.9        5.2        5.0        3.6        0.4       23.2        0.0        0.0:      1.9       0.4
Old  :     100.0:      54.1       89.5       10.2        0.9        5.2        5.0        3.6        0.4       23.2        0.0        0.0:      1.9       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  :        25:        12         11          .          .          .          .          .          .          .          0          0:
Old  :        25:        12         11          .          .          .          .          .          .          .          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       83.9       96.6       64.4       71.3       78.0       82.3
Old  :                 64.9       80.7       83.9       96.6       64.4       71.3       78.0       82.3
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, June 16, 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  :    13,411:     5,882     11,925      2,265        120        711        125        600         55      4,068          0          0:      305         0
Old  :    13,411:     5,882     11,925      2,265        120        711        125        600         55      4,068          0          0:      305         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       -25:        70        -25        -25          0          0         25          0          0         25          0          0:     -120         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.9       88.9       16.9        0.9        5.3        0.9        4.5        0.4       30.3        0.0        0.0:      2.3       0.0
Old  :     100.0:      43.9       88.9       16.9        0.9        5.3        0.9        4.5        0.4       30.3        0.0        0.0:      2.3       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  :        24:        11         11          .          .          .          .          .          .          .          0          0:
Old  :        24:        11         11          .          .          .          .          .          .          .          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  :                 67.0       79.0       87.1       96.8       66.5       72.7       79.7       84.3
Old  :                 67.0       79.0       87.1       96.8       66.5       72.7       79.7       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV                                                                                          Code-0643IB
Disaggregated Commitments of Traders - Futures Only, June 16, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :     4,245:     2,735      2,795          0        590          0        645        185          0        150        285          0:      715       390
Old  :     4,245:     2,735      2,795          0        590          0        645        185          0        150        285          0:      715       390
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :      -865:      -600       -655          0          0        -20       -120        -50        -25       -150       -125          0:       50        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.4       65.8        0.0       13.9        0.0       15.2        4.4        0.0        3.5        6.7        0.0:     16.8       9.2
Old  :     100.0:      64.4       65.8        0.0       13.9        0.0       15.2        4.4        0.0        3.5        6.7        0.0:     16.8       9.2
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  :        22:        13         11          0          .          0          .          .          0          .          .          0:
Old  :        22:        13         11          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  :                 51.9       54.2       70.6       74.3       49.1       52.9       66.4       72.3
Old  :                 51.9       54.2       70.6       74.3       49.1       52.9       66.4       72.3
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, June 16, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1MW for about 352 Hours)                                                                                               :
     :          :    Positions                                                                                                           :
All  :    15,621:    11,723     14,266      1,155          0        125        350          0          0      2,070      1,050        150:       48        30
Old  :    15,621:    11,723     14,266      1,155          0        125        350          0          0      2,070      1,050        150:       48        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :        75:        80         75          5          0          0          0          0          0          0          0          0:      -10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.0       91.3        7.4        0.0        0.8        2.2        0.0        0.0       13.3        6.7        1.0:      0.3       0.2
Old  :     100.0:      75.0       91.3        7.4        0.0        0.8        2.2        0.0        0.0       13.3        6.7        1.0:      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  :        32:        10         22          4          0          .          .          0          0          .          .          .:
Old  :        32:        10         22          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  :                 79.3       61.5       91.8       79.1       75.9       60.1       87.0       76.8
Old  :                 79.3       61.5       91.8       79.1       75.9       60.1       87.0       76.8
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, June 16, 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  :    89,002:    62,354     64,630     17,602     11,086      1,560          0      4,240          0          0          0          0:    7,486     7,486
Old  :    89,002:    62,354     64,630     17,602     11,086      1,560          0      4,240          0          0          0          0:    7,486     7,486
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :        75:      -275         75        350          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.1       72.6       19.8       12.5        1.8        0.0        4.8        0.0        0.0        0.0        0.0:      8.4       8.4
Old  :     100.0:      70.1       72.6       19.8       12.5        1.8        0.0        4.8        0.0        0.0        0.0        0.0:      8.4       8.4
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  :        28:        16         19          .          .          .          0          .          0          0          0          0:
Old  :        28:        16         19          .          .          .          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  :                 79.0       54.4       86.4       79.9       76.4       51.8       80.8       76.1
Old  :                 79.0       54.4       86.4       79.9       76.4       51.8       80.8       76.1
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, June 16, 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  :    74,392:    52,967     52,877     14,025      9,435      1,585          0      4,680          0          0          0          0:    5,815     5,815
Old  :    74,392:    52,967     52,877     14,025      9,435      1,585          0      4,680          0          0          0          0:    5,815     5,815
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       161:       161        161          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.2       71.1       18.9       12.7        2.1        0.0        6.3        0.0        0.0        0.0        0.0:      7.8       7.8
Old  :     100.0:      71.2       71.1       18.9       12.7        2.1        0.0        6.3        0.0        0.0        0.0        0.0:      7.8       7.8
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         19          .          .          .          0          .          0          0          0          0:
Old  :        28:        17         19          .          .          .          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  :                 79.1       57.9       87.3       80.5       76.9       55.4       80.0       75.9
Old  :                 79.1       57.9       87.3       80.5       76.9       55.4       80.0       75.9
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, June 16, 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  :    25,885:     8,095     16,515      7,485          0      5,405        600      1,005          0      1,640          0          0:    2,660     2,960
Old  :    25,885:     8,095     16,515      7,485          0      5,405        600      1,005          0      1,640          0          0:    2,660     2,960
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       680:       600        780       -830     -1,010        610          0          0          0          0          0          0:      300       300
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.3       63.8       28.9        0.0       20.9        2.3        3.9        0.0        6.3        0.0        0.0:     10.3      11.4
Old  :     100.0:      31.3       63.8       28.9        0.0       20.9        2.3        3.9        0.0        6.3        0.0        0.0:     10.3      11.4
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  :        22:        10          9          .          0          .          .          .          0          .          0          0:
Old  :        22:        10          9          .          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       50.2       81.2       80.5       43.2       47.5       52.0       58.0
Old  :                 64.9       50.2       81.2       80.5       43.2       47.5       52.0       58.0
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, June 16, 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  :    59,316:    31,385     21,088      8,264     25,406        300     11,620      4,090      3,900          0        960          0:    3,847     3,572
Old  :    59,316:    31,385     21,088      8,264     25,406        300     11,620      4,090      3,900          0        960          0:    3,847     3,572
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       220:      -450        120        720       -150          0          0        300        -50          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.9       35.6       13.9       42.8        0.5       19.6        6.9        6.6        0.0        1.6        0.0:      6.5       6.0
Old  :     100.0:      52.9       35.6       13.9       42.8        0.5       19.6        6.9        6.6        0.0        1.6        0.0:      6.5       6.0
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  :        27:        16         14          .          .          .          .          .          .          0          .          0:
Old  :        27:        16         14          .          .          .          .          .          .          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  :                 62.6       71.1       79.3       85.4       50.8       65.9       66.6       74.0
Old  :                 62.6       71.1       79.3       85.4       50.8       65.9       66.6       74.0
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, June 16, 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  :    38,607:    20,302     17,516      9,834     13,425        300      2,565      1,675      3,010          0        360        300:    2,296     2,021
Old  :    38,607:    20,302     17,516      9,834     13,425        300      2,565      1,675      3,010          0        360        300:    2,296     2,021
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       670:      -400        320      1,020          0          0          0        300          0          0          0          0:       50        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.6       45.4       25.5       34.8        0.8        6.6        4.3        7.8        0.0        0.9        0.8:      5.9       5.2
Old  :     100.0:      52.6       45.4       25.5       34.8        0.8        6.6        4.3        7.8        0.0        0.9        0.8:      5.9       5.2
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  :        24:        15         16          .          .          .          .          .          .          0          .          .:
Old  :        24:        15         16          .          .          .          .          .          .          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  :                 72.7       69.8       87.6       85.8       61.0       65.6       74.0       73.7
Old  :                 72.7       69.8       87.6       85.8       61.0       65.6       74.0       73.7
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, June 16, 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  :    33,900:    25,245     13,770      5,320      1,065        980        885     16,420         90          0          0          0:    1,380     1,575
Old  :    33,900:    25,245     13,770      5,320      1,065        980        885     16,420         90          0          0          0:    1,380     1,575
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :        40:        40        -60          0        100          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.5       40.6       15.7        3.1        2.9        2.6       48.4        0.3        0.0        0.0        0.0:      4.1       4.6
Old  :     100.0:      74.5       40.6       15.7        3.1        2.9        2.6       48.4        0.3        0.0        0.0        0.0:      4.1       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  :        20:        12         12          .          .          .          .          .          .          0          0          0:
Old  :        20:        12         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  :                 68.8       68.6       83.7       85.9       58.9       62.1       67.9       69.6
Old  :                 68.8       68.6       83.7       85.9       58.9       62.1       67.9       69.6
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, June 16, 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  :   100,630:    61,035     31,600        890     38,325      5,465     12,825      1,550        880          0      3,205        635:   18,900    18,970
Old  :   100,630:    61,035     31,600        890     38,325      5,465     12,825      1,550        880          0      3,205        635:   18,900    18,970
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       450:       185       -165       -200        150       -100          0          0          0          0          0          0:      565       565
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       31.4        0.9       38.1        5.4       12.7        1.5        0.9        0.0        3.2        0.6:     18.8      18.9
Old  :     100.0:      60.7       31.4        0.9       38.1        5.4       12.7        1.5        0.9        0.0        3.2        0.6:     18.8      18.9
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:        17         20          .          .          .          .          .          .          0          .          .:
Old  :        29:        17         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  :                 55.6       51.2       73.1       66.7       51.9       49.5       58.4       57.5
Old  :                 55.6       51.2       73.1       66.7       51.9       49.5       58.4       57.5
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, June 16, 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  :    95,345:    57,840     31,210        310     32,760      5,730     13,150      1,550      1,000          0      5,750         70:   17,245    17,275
Old  :    95,345:    57,840     31,210        310     32,760      5,730     13,150      1,550      1,000          0      5,750         70:   17,245    17,275
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       285:       300          0       -300          0        175          0          0          0          0          0          0:      110       110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       32.7        0.3       34.4        6.0       13.8        1.6        1.0        0.0        6.0        0.1:     18.1      18.1
Old  :     100.0:      60.7       32.7        0.3       34.4        6.0       13.8        1.6        1.0        0.0        6.0        0.1:     18.1      18.1
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  :        28:        17         18          .          .          .          .          .          .          0          .          .:
Old  :        28:        17         18          .          .          .          .          .          .          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  :                 53.4       47.0       73.1       67.4       50.3       46.6       58.0       55.6
Old  :                 53.4       47.0       73.1       67.4       50.3       46.6       58.0       55.6
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, June 16, 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  :    24,834:    14,771      4,077          0        799      1,228      2,605     10,315        505        600      3,635        785:    4,340     3,490
Old  :    24,834:    14,771      4,077          0        799      1,228      2,605     10,315        505        600      3,635        785:    4,340     3,490
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :        50:       150        -60          0          0          0          0         50          0          0        160       -100:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.5       16.4        0.0        3.2        4.9       10.5       41.5        2.0        2.4       14.6        3.2:     17.5      14.1
Old  :     100.0:      59.5       16.4        0.0        3.2        4.9       10.5       41.5        2.0        2.4       14.6        3.2:     17.5      14.1
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:        15          9          0          .          .          .          .          .          .          .          .:
Old  :        25:        15          9          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  :                 39.6       68.4       61.7       78.1       38.1       60.4       59.1       67.4
Old  :                 39.6       68.4       61.7       78.1       38.1       60.4       59.1       67.4
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, June 16, 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  :    23,904:    13,807      4,088          0      1,459        968      2,605      9,665        505        600      2,650      1,295:    4,124     3,274
Old  :    23,904:    13,807      4,088          0      1,459        968      2,605      9,665        505        600      2,650      1,295:    4,124     3,274
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       -15:       -15        -75          0          0          0          0          0          0          0         60          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.8       17.1        0.0        6.1        4.0       10.9       40.4        2.1        2.5       11.1        5.4:     17.3      13.7
Old  :     100.0:      57.8       17.1        0.0        6.1        4.0       10.9       40.4        2.1        2.5       11.1        5.4:     17.3      13.7
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  :        25:        15          9          0          .          .          .          .          .          .          .          .:
Old  :        25:        15          9          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  :                 37.8       68.8       61.7       79.4       36.3       59.2       57.6       67.1
Old  :                 37.8       68.8       61.7       79.4       36.3       59.2       57.6       67.1
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, June 16, 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  :    63,865:    19,510     52,860     13,700      8,265         60     19,315          0         25      9,240          0          0:    2,015     2,655
Old  :    63,865:    19,510     52,860     13,700      8,265         60     19,315          0         25      9,240          0          0:    2,015     2,655
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       490:       190         90        200        300          0          0          0          0          0          0          0:      100       100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.5       82.8       21.5       12.9        0.1       30.2        0.0        0.0       14.5        0.0        0.0:      3.2       4.2
Old  :     100.0:      30.5       82.8       21.5       12.9        0.1       30.2        0.0        0.0       14.5        0.0        0.0:      3.2       4.2
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  :        21:        11          7          .          .          .          .          0          .          .          0          0:
Old  :        21:        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  :                 71.1       87.3       91.8       95.0       71.0       85.5       90.1       90.7
Old  :                 71.1       87.3       91.8       95.0       71.0       85.5       90.1       90.7
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, June 16, 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  :    62,925:    21,765     56,535      9,915      1,780      1,860      5,600        215         35     21,100          0        140:    2,510     2,360
Old  :    62,925:    21,765     56,535      9,915      1,780      1,860      5,600        215         35     21,100          0        140:    2,510     2,360
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       475:       115        765       -600       -600        125          0        -25         25        625          0          0:      185       185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.6       89.8       15.8        2.8        3.0        8.9        0.3        0.1       33.5        0.0        0.2:      4.0       3.8
Old  :     100.0:      34.6       89.8       15.8        2.8        3.0        8.9        0.3        0.1       33.5        0.0        0.2:      4.0       3.8
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  :        27:        15          9          .          .          .          .          .          .          .          0          .:
Old  :        27:        15          9          .          .          .          .          .          .          .          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  :                 60.3       83.8       79.7       94.7       58.1       83.6       77.5       90.8
Old  :                 60.3       83.8       79.7       94.7       58.1       83.6       77.5       90.8
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, June 16, 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  :    53,105:    20,785     46,875     10,185      2,140      1,110      5,600        215         35     12,510          0        490:    2,390     2,240
Old  :    53,105:    20,785     46,875     10,185      2,140      1,110      5,600        215         35     12,510          0        490:    2,390     2,240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       405:       100        750       -600       -600        125          0        -25         25        625          0        -45:      175       175
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.1       88.3       19.2        4.0        2.1       10.5        0.4        0.1       23.6        0.0        0.9:      4.5       4.2
Old  :     100.0:      39.1       88.3       19.2        4.0        2.1       10.5        0.4        0.1       23.6        0.0        0.9:      4.5       4.2
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  :        27:        16          9          .          .          .          .          .          .          .          0          .:
Old  :        27:        16          9          .          .          .          .          .          .          .          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  :                 55.4       80.9       78.1       93.3       53.1       80.5       75.9       90.4
Old  :                 55.4       80.9       78.1       93.3       53.1       80.5       75.9       90.4
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, June 16, 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  :    19,810:    10,930     10,835      1,890          0        750         95      3,575          0      2,235      1,185        530:    3,380     2,935
Old  :    19,810:    10,930     10,835      1,890          0        750         95      3,575          0      2,235      1,185        530:    3,380     2,935
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0         30          0:        0       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.2       54.7        9.5        0.0        3.8        0.5       18.0        0.0       11.3        6.0        2.7:     17.1      14.8
Old  :     100.0:      55.2       54.7        9.5        0.0        3.8        0.5       18.0        0.0       11.3        6.0        2.7:     17.1      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  :        20:         9          7          .          0          .          .          .          0          .          .          .:
Old  :        20:         9          7          .          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  :                 50.7       65.7       74.0       83.0       45.8       65.7       66.8       77.7
Old  :                 50.7       65.7       74.0       83.0       45.8       65.7       66.8       77.7
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, June 16, 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  :    73,135:    39,560     41,635      5,395          0      2,115      2,095     19,950      1,000     15,795      1,500      1,270:    5,905     5,665
Old  :    73,135:    39,560     41,635      5,395          0      2,115      2,095     19,950      1,000     15,795      1,500      1,270:    5,905     5,665
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :      -330:      -375        775        150          0        -75          0     -1,000          0          0          0          0:      -30       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.1       56.9        7.4        0.0        2.9        2.9       27.3        1.4       21.6        2.1        1.7:      8.1       7.7
Old  :     100.0:      54.1       56.9        7.4        0.0        2.9        2.9       27.3        1.4       21.6        2.1        1.7:      8.1       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  :        29:        15         11          .          0          .          .          .          .          .          .          .:
Old  :        29:        15         11          .          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  :                 62.4       69.5       74.7       83.5       58.6       67.8       70.7       80.5
Old  :                 62.4       69.5       74.7       83.5       58.6       67.8       70.7       80.5
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, June 16, 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  :    67,055:    39,020     36,560      4,890          0      2,250      1,970     19,950      1,000     12,090      1,500      1,270:    4,565     4,525
Old  :    67,055:    39,020     36,560      4,890          0      2,250      1,970     19,950      1,000     12,090      1,500      1,270:    4,565     4,525
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :      -200:      -300        850        150          0        -75          0     -1,000          0          0          0          0:       25        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.2       54.5        7.3        0.0        3.4        2.9       29.8        1.5       18.0        2.2        1.9:      6.8       6.7
Old  :     100.0:      58.2       54.5        7.3        0.0        3.4        2.9       29.8        1.5       18.0        2.2        1.9:      6.8       6.7
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  :        29:        15         12          .          0          .          .          .          .          .          .          .:
Old  :        29:        15         12          .          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  :                 60.9       71.8       74.6       83.2       56.6       70.3       68.4       79.3
Old  :                 60.9       71.8       74.6       83.2       56.6       70.3       68.4       79.3
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, June 16, 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  :    62,027:    36,566     19,096          0     19,855          0     16,515          0      2,965         50     14,260      2,005:    3,926     3,846
Old  :    62,027:    36,566     19,096          0     19,855          0     16,515          0      2,965         50     14,260      2,005:    3,926     3,846
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :      -150:        75       -425          0         25          0       -450          0        175         50         75          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.0       30.8        0.0       32.0        0.0       26.6        0.0        4.8        0.1       23.0        3.2:      6.3       6.2
Old  :     100.0:      59.0       30.8        0.0       32.0        0.0       26.6        0.0        4.8        0.1       23.0        3.2:      6.3       6.2
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  :        28:        17         11          0          .          0          .          0          .          .          .          .:
Old  :        28:        17         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  :                 55.3       71.1       75.2       88.8       50.5       67.0       70.3       80.5
Old  :                 55.3       71.1       75.2       88.8       50.5       67.0       70.3       80.5
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, June 16, 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  :    50,330:    33,907     15,205          0     17,027          0      7,865          0      3,085         50      9,860      2,425:    2,998     2,728
Old  :    50,330:    33,907     15,205          0     17,027          0      7,865          0      3,085         50      9,860      2,425:    2,998     2,728
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :      -205:       100       -450          0         75          0       -500          0        135         50         25          0:       10        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       30.2        0.0       33.8        0.0       15.6        0.0        6.1        0.1       19.6        4.8:      6.0       5.4
Old  :     100.0:      67.4       30.2        0.0       33.8        0.0       15.6        0.0        6.1        0.1       19.6        4.8:      6.0       5.4
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  :        28:        17         11          0          .          0          .          0          .          .          .          .:
Old  :        28:        17         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  :                 53.6       67.0       75.2       89.6       44.2       62.2       62.0       72.9
Old  :                 53.6       67.0       75.2       89.6       44.2       62.2       62.0       72.9
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, June 16, 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  :   184,639:    97,592     90,024     17,998        110      6,302      7,684     18,795      5,371      1,500     15,750      1,915:   46,277    46,372
Old  :   184,639:    97,592     90,024     17,998        110      6,302      7,684     18,795      5,371      1,500     15,750      1,915:   46,277    46,372
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       420:       490         50        835         60       -480       -400        305       -425          0        510       -210:      610       610
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.9       48.8        9.7        0.1        3.4        4.2       10.2        2.9        0.8        8.5        1.0:     25.1      25.1
Old  :     100.0:      52.9       48.8        9.7        0.1        3.4        4.2       10.2        2.9        0.8        8.5        1.0:     25.1      25.1
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:        26         27          .          .          .          .          .          .          .          4          .:
Old  :        41:        26         27          .          .          .          .          .          .          .          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  :                 43.9       38.0       61.5       51.5       38.3       36.6       50.3       46.2
Old  :                 43.9       38.0       61.5       51.5       38.3       36.6       50.3       46.2
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, June 16, 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  :   148,631:    71,150     81,854     21,000          0      3,444      6,224      8,520      5,776      1,645      9,550      2,235:   37,157    37,252
Old  :   148,631:    71,150     81,854     21,000          0      3,444      6,224      8,520      5,776      1,645      9,550      2,235:   37,157    37,252
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     1,580:     1,480      1,080      1,035          0       -832       -400        305       -425         40        770       -215:      897       897
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.9       55.1       14.1        0.0        2.3        4.2        5.7        3.9        1.1        6.4        1.5:     25.0      25.1
Old  :     100.0:      47.9       55.1       14.1        0.0        2.3        4.2        5.7        3.9        1.1        6.4        1.5:     25.0      25.1
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  :        40:        23         26          .          0          .          .          .          .          .          .          .:
Old  :        40:        23         26          .          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  :                 47.4       30.7       60.2       45.8       38.6       26.5       44.7       36.3
Old  :                 47.4       30.7       60.2       45.8       38.6       26.5       44.7       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                                                                                                   Code-064FJY
Disaggregated Commitments of Traders - Futures Only, June 16, 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  :    22,695:     9,215     18,480     10,295        980      1,650        600        350          0          0          0          0:      935     1,235
Old  :    22,695:     9,215     18,480     10,295        980      1,650        600        350          0          0          0          0:      935     1,235
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.6       81.4       45.4        4.3        7.3        2.6        1.5        0.0        0.0        0.0        0.0:      4.1       5.4
Old  :     100.0:      40.6       81.4       45.4        4.3        7.3        2.6        1.5        0.0        0.0        0.0        0.0:      4.1       5.4
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  :        20:        10         10          .          .          .          .          .          0          0          0          0:
Old  :        20:        10         10          .          .          .          .          .          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  :                 70.3       83.3       88.4       91.8       64.4       80.2       82.1       84.7
Old  :                 70.3       83.3       88.4       91.8       64.4       80.2       82.1       84.7
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, June 16, 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  :    73,156:    31,262     40,265     15,839      5,116     10,505      1,985          0      8,965          0      3,935          0:    4,600     4,370
Old  :    73,156:    31,262     40,265     15,839      5,116     10,505      1,985          0      8,965          0      3,935          0:    4,600     4,370
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       930:      -150      1,080         60         30        -75        660       -540        540          0          0          0:     -105      -105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.7       55.0       21.7        7.0       14.4        2.7        0.0       12.3        0.0        5.4        0.0:      6.3       6.0
Old  :     100.0:      42.7       55.0       21.7        7.0       14.4        2.7        0.0       12.3        0.0        5.4        0.0:      6.3       6.0
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:        13         15          .          .          .          .          0          .          0          .          0:
Old  :        25:        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  :                 60.5       50.8       81.0       73.7       40.4       39.0       51.6       49.6
Old  :                 60.5       50.8       81.0       73.7       40.4       39.0       51.6       49.6
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, June 16, 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  :    61,579:    28,115     31,010      8,571      3,561      8,443      1,150          0      9,490          0      3,385          0:    5,810     5,690
Old  :    61,579:    28,115     31,010      8,571      3,561      8,443      1,150          0      9,490          0      3,385          0:    5,810     5,690
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     1,085:      -300      1,080        240         60         70         60     -1,140      1,140          0          0          0:     -125      -125
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.7       50.4       13.9        5.8       13.7        1.9        0.0       15.4        0.0        5.5        0.0:      9.4       9.2
Old  :     100.0:      45.7       50.4       13.9        5.8       13.7        1.9        0.0       15.4        0.0        5.5        0.0:      9.4       9.2
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  :        25:        16         17          .          .          .          .          0          .          0          .          0:
Old  :        25:        16         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  :                 53.0       53.1       73.0       74.2       33.3       36.7       43.9       45.5
Old  :                 53.0       53.1       73.0       74.2       33.3       36.7       43.9       45.5
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, June 16, 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  :    41,475:    14,965     23,325        320      8,280      2,810     15,750        650      2,250        700          0        980:    3,700     3,180
Old  :    41,475:    14,965     23,325        320      8,280      2,810     15,750        650      2,250        700          0        980:    3,700     3,180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :      -165:       -60       -560          0       -120         90          0        600       -175          0          0          0:      -20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.1       56.2        0.8       20.0        6.8       38.0        1.6        5.4        1.7        0.0        2.4:      8.9       7.7
Old  :     100.0:      36.1       56.2        0.8       20.0        6.8       38.0        1.6        5.4        1.7        0.0        2.4:      8.9       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  :        25:        13         15          .          .          .          .          .          .          .          0          .:
Old  :        25:        13         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  :                 62.6       54.3       76.3       72.3       52.2       43.4       56.1       55.2
Old  :                 62.6       54.3       76.3       72.3       52.2       43.4       56.1       55.2
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, June 16, 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  :    50,945:    11,500     35,820          0      8,055      2,360     32,345        880      1,050        700          0        980:    2,010     1,800
Old  :    50,945:    11,500     35,820          0      8,055      2,360     32,345        880      1,050        700          0        980:    2,010     1,800
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :       -75:       100       -380          0       -120         50          0        600       -245          0          0          0:       20        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.6       70.3        0.0       15.8        4.6       63.5        1.7        2.1        1.4        0.0        1.9:      3.9       3.5
Old  :     100.0:      22.6       70.3        0.0       15.8        4.6       63.5        1.7        2.1        1.4        0.0        1.9:      3.9       3.5
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  :        23:        12         15          0          .          .          .          .          .          .          0          .:
Old  :        23:        12         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  :                 82.0       60.8       90.0       80.7       74.2       50.5       76.2       68.5
Old  :                 82.0       60.8       90.0       80.7       74.2       50.5       76.2       68.5
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, June 16, 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  :   152,448:    90,728     86,154      1,700      3,779     19,680      5,675     11,535      6,600      3,365          0          0:   24,700    24,700
Old  :   152,448:    90,728     86,154      1,700      3,779     19,680      5,675     11,535      6,600      3,365          0          0:   24,700    24,700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     1,725:     2,240       -260     -1,520       -220      1,370          0      1,200          0          0          0          0:     -365      -365
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.5       56.5        1.1        2.5       12.9        3.7        7.6        4.3        2.2        0.0        0.0:     16.2      16.2
Old  :     100.0:      59.5       56.5        1.1        2.5       12.9        3.7        7.6        4.3        2.2        0.0        0.0:     16.2      16.2
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  :        35:        25         26          .          .          .          .          .          .          .          0          0:
Old  :        35:        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  :                 41.2       47.5       56.1       66.0       29.5       35.4       39.8       42.3
Old  :                 41.2       47.5       56.1       66.0       29.5       35.4       39.8       42.3
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, June 16, 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  :   117,860:    72,240     58,130      3,585     14,145     14,030        925      7,185      9,140      2,755          0          0:   15,185    15,230
Old  :   117,860:    72,240     58,130      3,585     14,145     14,030        925      7,185      9,140      2,755          0          0:   15,185    15,230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2020                                                                     :
     :     2,345:     1,805        655     -1,020       -900      2,000          0      1,200          0          0          0          0:     -440      -610
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.3       49.3        3.0       12.0       11.9        0.8        6.1        7.8        2.3        0.0        0.0:     12.9      12.9
Old  :     100.0:      61.3       49.3        3.0       12.0       11.9        0.8        6.1        7.8        2.3        0.0        0.0:     12.9      12.9
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:        22         23          .          .          .          .          .          .          .          0          0:
Old  :        31:        22         23          .          .          .          .          .          .          .          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  :                 39.5       46.5       62.7       67.8       26.8       31.2       37.2       40.3
Old  :                 39.5       46.5       62.7       67.8       26.8       31.2       37.2       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 19, 2020