Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                         :
CFTC Code #024656                                                    Open Interest is    20,423                :
: Positions                                                                                                    :
:   14,752    10,436       773       134     1,066       412     1,220       291       487     4,727     1,941 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:       43      -135       -22         0        23         0         0         0        21       133       -52 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      51.1       3.8       0.7       5.2       2.0       6.0       1.4       2.4      23.1       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        11         .         .         4         .         .         .         .         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                        :
CFTC Code #064363                                                    Open Interest is     8,588                :
: Positions                                                                                                    :
:    4,455     4,971       679     1,795     1,191     1,837       196        44       211       220         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      57.9       7.9      20.9      13.9      21.4       2.3       0.5       2.5       2.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       10        13         .         .         .         .         .         .         .         6         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    41,905                :
: Positions                                                                                                    :
:   27,560    36,036     5,326         0     2,274       860       150       143     3,180       860     2,427 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      361       446      -240         0       177       150        50         0       150        45       152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      86.0      12.7       0.0       5.4       2.1       0.4       0.3       7.6       2.1       5.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        22         .         0         .         .         .         .         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is    35,338                :
: Positions                                                                                                    :
:   28,264    30,006         0     1,968     1,138        25       195       456     4,075       195     1,380 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      245       760         0       -40        75        25         0         0       175      -275      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      84.9       0.0       5.6       3.2       0.1       0.6       1.3      11.5       0.6       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        21         0         .         .         .         .         .         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                             :
CFTC Code #064394                                                    Open Interest is   136,325                :
: Positions                                                                                                    :
:  110,775    95,459     2,130    17,075     6,643     2,891     1,125     7,033     3,069     5,186     3,669 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:   -2,264    -2,761       -65     1,222      -420       365       420      -360        27      -816      -167 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      70.0       1.6      12.5       4.9       2.1       0.8       5.2       2.3       3.8       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       32        30         .         .         5         5         5         6         9         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    67,023                :
: Positions                                                                                                    :
:   54,296    48,668     3,940     7,273     5,099       275       905     1,763       646     2,250     1,004 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      150      -520         0      -165       228       -25       235       -20      -475       100       251 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      72.6       5.9      10.9       7.6       0.4       1.4       2.6       1.0       3.4       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        19         .         .         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                         :
CFTC Code #064396                                                    Open Interest is    39,931                :
: Positions                                                                                                    :
:   36,650    28,155       523     7,740     1,358         0       953         0     1,225     1,550       175 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      125       100         0        25         0         0         0         0         0         0       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.8      70.5       1.3      19.4       3.4       0.0       2.4       0.0       3.1       3.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        14         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                     :
CFTC Code #06439A                                                    Open Interest is    59,249                :
: Positions                                                                                                    :
:   32,452    24,521       696    24,876     3,683    15,665       150        50     1,516     1,042     4,915 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      415         0       -70       180      -138      -165         0         0       -10       -20        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      41.4       1.2      42.0       6.2      26.4       0.3       0.1       2.6       1.8       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       19        19         .         .         5         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV   800MWh                                                 :
CFTC Code #06439B                                                    Open Interest is    76,316                :
: Positions                                                                                                    :
:   41,989    25,365         0    40,191     4,891    23,068       365       220     2,297     1,919     3,345 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:       -2      -181         0      -397       330      -830         0        50       211        -4        11 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      33.2       0.0      52.7       6.4      30.2       0.5       0.3       3.0       2.5       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       21        21         0         4         4         7         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    72,774                :
: Positions                                                                                                    :
:   56,891    45,364     7,277    21,021     3,706       150         0         0     1,565        50     2,633 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:        0        80       -25       -80         0         0         0         0         7       -18        12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      62.3      10.0      28.9       5.1       0.2       0.0       0.0       2.2       0.1       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        21         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV   16 mwh                                                         :
CFTC Code #06439E                                                    Open Interest is     5,550                :
: Positions                                                                                                    :
:    2,300     5,300       250         0         0     2,450         0         0       250         0       250 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.4      95.5       4.5       0.0       0.0      44.1       0.0       0.0       4.5       0.0       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         7         .         0         0         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is    91,226                :
: Positions                                                                                                    :
:   68,085    51,331    16,317    35,046     1,576       150         0         0     1,228         0     3,273 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:     -108       282         0      -100         0         0         0         0        30      -260         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      56.3      17.9      38.4       1.7       0.2       0.0       0.0       1.3       0.0       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        23         4         .         4         .         0         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439K                                                    Open Interest is    44,070                :
: Positions                                                                                                    :
:   30,078    39,124     9,079         0     4,339         0         0         0       200        20       230 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      790       490      -300         0       300         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      88.8      20.6       0.0       9.8       0.0       0.0       0.0       0.5       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18        15         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                  :
CFTC Code #06439L                                                    Open Interest is    28,521                :
: Positions                                                                                                    :
:   26,090    18,221         0     7,676     1,579         0       600         0       360       435         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:       88       193         0      -150       450         0         0         0         0        45         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.5      63.9       0.0      26.9       5.5       0.0       2.1       0.0       1.3       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18        16         0         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                               :
CFTC Code #06439N                                                    Open Interest is    18,687                :
: Positions                                                                                                    :
:   11,505    17,922     5,675         0       625         0         0         0       690         0       140 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      175       680       375         0         0         0         0         0       130         0        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      95.9      30.4       0.0       3.3       0.0       0.0       0.0       3.7       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        12         .         0         .         0         0         0         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #06439Q                                                    Open Interest is    20,477                :
: Positions                                                                                                    :
:   10,790    19,827     8,275         0       600         0         0         0       710         0        50 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      175       700       375         0         0         0         0         0       150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.7      96.8      40.4       0.0       2.9       0.0       0.0       0.0       3.5       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         .         0         .         0         0         0         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                                 :
CFTC Code #06439R                                                    Open Interest is    85,142                :
: Positions                                                                                                    :
:   60,771    62,315       320    10,178     7,758     6,298       878       477     7,454     1,662     1,637 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:    2,460     1,800         0       430      -334      -101       -59       -16       -61       150      -594 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      73.2       0.4      12.0       9.1       7.4       1.0       0.6       8.8       2.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       32        32         .         .         .         4         5         .         9         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #06439V                                                    Open Interest is    11,861                :
: Positions                                                                                                    :
:    7,607    11,711     3,780         0         0       450         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:       25        25         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.1      98.7      31.9       0.0       0.0       3.8       0.0       0.0       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        13         .         0         0         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643A8                                                    Open Interest is    42,527                :
: Positions                                                                                                    :
:   33,554    31,437         0     6,911     2,532         0       600         0     5,770       300       335 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      670       395         0       375         0         0         0         0       100         0        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      73.9       0.0      16.3       6.0       0.0       1.4       0.0      13.6       0.7       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        18         0         .         .         0         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    48,678                :
: Positions                                                                                                    :
:   35,673    42,407     6,584         0     5,534         0        25         0       490       100       225 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      904       664      -240         0       300         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.3      87.1      13.5       0.0      11.4       0.0       0.1       0.0       1.0       0.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        17         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #0643B3                                                    Open Interest is    40,498                :
: Positions                                                                                                    :
:   33,725    28,864        50     4,548     5,907        70       950        50       170       150         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:    1,261       846         0      -165       295         0       300         0        10      -110         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      71.3       0.1      11.2      14.6       0.2       2.3       0.1       0.4       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        21         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BC                                                    Open Interest is    69,858                :
: Positions                                                                                                    :
:   53,078    67,526    12,334        24     1,679         0        60         0     1,644       200        98 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      508     1,100       712         0      -297         0         0         0      -120         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      96.7      17.7       0.0       2.4       0.0       0.1       0.0       2.4       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16         9         5         .         4         0         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643BE                                                    Open Interest is    73,978                :
: Positions                                                                                                    :
:   62,066    68,653     5,685     1,113     3,622         0       100         0     2,020       200       110 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      612     1,017       176      -529       104         0       100         0      -200         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      92.8       7.7       1.5       4.9       0.0       0.1       0.0       2.7       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        13         .         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643BF                                                    Open Interest is    81,611                :
: Positions                                                                                                    :
:   67,316    72,039    10,324     3,593     1,788         0       508        75       217     2,009     1,529 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:   -1,814       760     2,618        32        -5         0        25         0       -50       -48         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      88.3      12.7       4.4       2.2       0.0       0.6       0.1       0.3       2.5       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        20         6         .         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                      :
CFTC Code #0643BG                                                    Open Interest is   101,150                :
: Positions                                                                                                    :
:   82,554    87,153    11,189     3,173     3,022         5     1,973       565       551     2,357     2,882 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:   -1,260     1,319     2,916       -15      -215         5        30         0       -53       274       -33 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      86.2      11.1       3.1       3.0       0.0       2.0       0.6       0.5       2.3       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       24        27         7         .         6         .         8         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    62,976                :
: Positions                                                                                                    :
:   43,507    54,386    18,989     2,908        60         0     3,722         0       150     1,650       250 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      462       220        25       213         0         0       154         0        25       -75       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      86.4      30.2       4.6       0.1       0.0       5.9       0.0       0.2       2.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        14         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV   25MWh                                                          :
CFTC Code #0643BR                                                    Open Interest is    55,100                :
: Positions                                                                                                    :
:   36,160    53,805    17,220         0       120         0       200         0     1,250       625       350 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      275       125         0         0         0         0         0         0      -100        50       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      97.6      31.3       0.0       0.2       0.0       0.4       0.0       2.3       1.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11         8         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                          :
CFTC Code #0643BS                                                    Open Interest is    58,177                :
: Positions                                                                                                    :
:   37,980    53,008    15,976       327     1,970       700        25        50       492     1,700       965 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      543     2,450     1,988         0       -50       -50        25        50       -13        -5       105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      91.1      27.5       0.6       3.4       1.2       0.0       0.1       0.8       2.9       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        19         4         .         .         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    64,477                :
: Positions                                                                                                    :
:   45,430    57,133    15,680       702       115       720     3,345       260       963     1,672     1,005 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      429     2,011     1,803       -75         2       240       125      -315      -326        90        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      88.6      24.3       1.1       0.2       1.1       5.2       0.4       1.5       2.6       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        19         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is    23,955                :
: Positions                                                                                                    :
:   13,734    22,922     9,996         0        82         0       820         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:        0       166       155         0       -38         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      95.7      41.7       0.0       0.3       0.0       3.4       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        13         4         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643BX                                                    Open Interest is    23,645                :
: Positions                                                                                                    :
:   13,178    23,306     9,863         0       107         0       225         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:        0       225       207         0        12         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      98.6      41.7       0.0       0.5       0.0       1.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        12         5         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    31,505                :
: Positions                                                                                                    :
:   25,946    22,619     2,560     4,769       796         0       354       350       945     1,131       841 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      289        66        35       163         0         0        10         0       -85         0         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      71.8       8.1      15.1       2.5       0.0       1.1       1.1       3.0       3.6       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        17         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                       :
CFTC Code #0643BZ                                                    Open Interest is    18,128                :
: Positions                                                                                                    :
:   14,296    14,728     1,493       440       240         0     1,210         0       706       871       179 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      280        95         0       250       -15         0         0         0       -50      -115        70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      81.2       8.2       2.4       1.3       0.0       6.7       0.0       3.9       4.8       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        10         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643C3                                                    Open Interest is    57,860                :
: Positions                                                                                                    :
:   44,721    30,135     5,410    18,512     1,300     2,540     5,518       410     1,692       227     1,707 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      348       329        86      -221        17        20       354         0       125       165        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      52.1       9.4      32.0       2.2       4.4       9.5       0.7       2.9       0.4       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        20         5         .         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643C4                                                    Open Interest is    35,723                :
: Positions                                                                                                    :
:   30,648    15,776     1,817    16,030     1,109       725       920       170       395       946       693 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      103         2       -29        14        13         0       120         0        35         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      44.2       5.1      44.9       3.1       2.0       2.6       0.5       1.1       2.6       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        16         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    19,945                :
: Positions                                                                                                    :
:   10,458    18,091     7,402         0     1,014        75       339       226       600       225        50 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      500       450      -175         0       320         0       -25         0       125        25      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      90.7      37.1       0.0       5.1       0.4       1.7       1.1       3.0       1.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        17         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV   25 MWh                                                         :
CFTC Code #0643CC                                                    Open Interest is    20,140                :
: Positions                                                                                                    :
:    9,795    18,005     7,881         0     1,860         0       150         0       500       125         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:     -141      -191       -50         0        50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.6      89.4      39.1       0.0       9.2       0.0       0.7       0.0       2.5       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         8         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                        :
CFTC Code #0643CJ                                                    Open Interest is     8,677                :
: Positions                                                                                                    :
:    8,130     5,655         0     1,250       322         0       600        25        75       825         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.7      65.2       0.0      14.4       3.7       0.0       6.9       0.3       0.9       9.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         8         0         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                           :
CFTC Code #0643CK                                                    Open Interest is     8,850                :
: Positions                                                                                                    :
:    8,297     5,435         0       987       353         0       925        25        75     1,125         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.8      61.4       0.0      11.2       4.0       0.0      10.5       0.3       0.8      12.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         8         0         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    11,218                :
: Positions                                                                                                    :
:    7,286     9,140     2,560     1,212       206       150         0         0       275       150       510 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:       40       -60       -13       112        -6        25         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      81.5      22.8      10.8       1.8       1.3       0.0       0.0       2.5       1.3       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        14         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    10,237                :
: Positions                                                                                                    :
:    6,339     8,123     2,600     1,277       182       150         0         0       245       150       505 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:       40       -60         0       125       -16        25         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      79.3      25.4      12.5       1.8       1.5       0.0       0.0       2.4       1.5       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        14         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    35,984                :
: Positions                                                                                                    :
:   21,485    30,044    10,535         0       525       200         0         0     1,150     3,360     2,055 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      250       250       525         0        50         0         0         0         0       525         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.7      83.5      29.3       0.0       1.5       0.6       0.0       0.0       3.2       9.3       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        12         .         0         .         .         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    36,419                :
: Positions                                                                                                    :
:   22,030    30,699    10,330         0       590       200         0         0     1,150     3,045     2,085 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      250       250       525         0        35         0         0         0         0       525         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      84.3      28.4       0.0       1.6       0.5       0.0       0.0       3.2       8.4       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        13         .         0         .         .         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643DB                                                    Open Interest is   113,259                :
: Positions                                                                                                    :
:   81,541    91,775    23,083     8,452     5,279       120       875       760       705     4,398     1,700 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:   -3,959     2,029     6,540       350      -356         0        25         0         0       177       -79 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      81.0      20.4       7.5       4.7       0.1       0.8       0.7       0.6       3.9       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       33        28         5         .         4         .         .         .         .         8         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV   352 MWh                                                     :
CFTC Code #0643DC                                                    Open Interest is   126,923                :
: Positions                                                                                                    :
:   91,635   105,429    21,829     3,723     8,410       150     1,090     1,480       710     4,114     2,667 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:   -1,805     2,212     3,932       339      -242         0      -145        75       -25      -304      -166 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      83.1      17.2       2.9       6.6       0.1       0.9       1.2       0.6       3.2       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       36        29         4         .         5         .         .         .         .         9         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643DF                                                    Open Interest is   284,271                :
: Positions                                                                                                    :
:  159,252   206,470    36,484     3,521    33,163    14,543     7,327    11,670    16,441     9,550    12,423 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      588    -1,835    -1,386       763       693       737       541       345      -780      -267       647 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      72.6      12.8       1.2      11.7       5.1       2.6       4.1       5.8       3.4       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    91                     :
:       43        36         .         .         5        10         9         8        15         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    17,411                :
: Positions                                                                                                    :
:    9,455    15,651     1,941       110       915       875       600        65     3,805         0         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      255        55      -150         0       150       -50         0        10         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      89.9      11.1       0.6       5.3       5.0       3.4       0.4      21.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    14,272                :
: Positions                                                                                                    :
:    6,220    12,806     2,620       100       711       105       600        55     4,080         0         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      205        55      -150         0       150         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.6      89.7      18.4       0.7       5.0       0.7       4.2       0.4      28.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        10         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV   16 MWh                                               :
CFTC Code #0643IB                                                    Open Interest is     3,625                :
: Positions                                                                                                    :
:    2,080     2,295       960         0       200         0       140         0         0       865        20 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      63.3      26.5       0.0       5.5       0.0       3.9       0.0       0.0      23.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        11         .         0         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643ID                                                    Open Interest is    14,995                :
: Positions                                                                                                    :
:    9,583    13,740     1,094         0       100       350         0         0     3,642     1,000       150 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:    1,270     1,319       205         0         0         0         0         0       -10       200        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      91.6       7.3       0.0       0.7       2.3       0.0       0.0      24.3       6.7       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       12        22         4         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                     :
CFTC Code #064AAA                                                    Open Interest is    89,132                :
: Positions                                                                                                    :
:   62,623    64,805    17,813    11,226     1,560         0     4,405         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:    1,439     1,149         0       -10         0         0       300       -75         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      72.7      20.0      12.6       1.8       0.0       4.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        19         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                    :
CFTC Code #064AAB                                                    Open Interest is    74,278                :
: Positions                                                                                                    :
:   52,637    52,578    14,446     9,545     1,585         0     4,960         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:    1,060     1,120         0       -60         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      70.8      19.4      12.9       2.1       0.0       6.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        19         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    24,130                :
: Positions                                                                                                    :
:    7,365    16,240    10,375     2,205     1,635       300     1,020       150     1,730         0         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      -70         0         0       -70         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.5      67.3      43.0       9.1       6.8       1.2       4.2       0.6       7.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        10         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CTQ                                                    Open Interest is    14,290                :
: Positions                                                                                                    :
:   11,785     6,580         0     6,950       120     1,625         0       150         0         0         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      780         0         0       780         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      46.0       0.0      48.6       0.8      11.4       0.0       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        11         0         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CXO                                                    Open Interest is    59,271                :
: Positions                                                                                                    :
:   31,386    21,062     8,052    25,606        60    11,620     3,710     4,170         0       960         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      380       680      -600      -300         0         0      -600       100         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.0      35.5      13.6      43.2       0.1      19.6       6.3       7.0       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        14         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                             :
CFTC Code #064CXP                                                    Open Interest is    39,234                :
: Positions                                                                                                    :
:   21,783    18,295     9,027    13,840         0     2,765     1,360     3,025         0       360       300 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:     -300      -250        50         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      46.6      23.0      35.3       0.0       7.0       3.5       7.7       0.0       0.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        15         .         .         0         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.WEST_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064DEU                                                    Open Interest is    33,325                :
: Positions                                                                                                    :
:   24,325    14,105     5,300     1,110     1,000     1,010    15,820        90         0         0         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      300       300         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      42.3      15.9       3.3       3.0       3.0      47.5       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        13         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064DLW                                                    Open Interest is   101,560                :
: Positions                                                                                                    :
:   60,150    32,405     2,315    38,670     5,210    12,955     1,565     1,180         0     2,800     1,040 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      110       895       -25      -385        25       400        25         5         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      31.9       2.3      38.1       5.1      12.8       1.5       1.2       0.0       2.8       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        19         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    97,152                :
: Positions                                                                                                    :
:   57,412    31,732     1,870    33,785     5,325    13,275     1,530     1,300         0     5,520       325 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      330       965         0      -260         0       375         0       -40         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      32.7       1.9      34.8       5.5      13.7       1.6       1.3       0.0       5.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        17         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    27,005                :
: Positions                                                                                                    :
:   15,631     4,566         0       580     1,658     2,810    11,145       505       600     3,615     1,115 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      390      -100         0         0         0         0       670         0         0      -180         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      16.9       0.0       2.1       6.1      10.4      41.3       1.9       2.2      13.4       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        11         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    26,595                :
: Positions                                                                                                    :
:   14,857     4,642        55     1,315     1,213     2,810    11,420       505       600     1,805     2,080 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      490         0         0         0         0         0       670         0         0      -180         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      17.5       0.2       4.9       4.6      10.6      42.9       1.9       2.3       6.8       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        11         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.JCPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EJI                                                    Open Interest is    31,158                :
: Positions                                                                                                    :
:   13,763    11,115     1,112    11,030       879    11,890         0        15         0     5,465     1,040 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:       25         0         0         0         0         0         0         0         0        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.2      35.7       3.6      35.4       2.8      38.2       0.0       0.0       0.0      17.5       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         5         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064ERM                                                    Open Interest is    66,245                :
: Positions                                                                                                    :
:   20,010    55,690    13,475     8,115        60    20,850         0        15     9,595         0         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      335       120       200       200         0         0         0         0      -215         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.2      84.1      20.3      12.2       0.1      31.5       0.0       0.0      14.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        10         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064ERN                                                    Open Interest is    67,737                :
: Positions                                                                                                    :
:   21,067    57,157    13,800     8,030       260    20,925         0        15     9,495         0         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:       50        50       200       200         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.1      84.4      20.4      11.9       0.4      30.9       0.0       0.0      14.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EUY                                                    Open Interest is    62,415                :
: Positions                                                                                                    :
:   21,295    55,405    11,285     2,190       935     5,350       175       360    19,660         0       815 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      300     2,025       100         0         0         0       -75        10     1,550         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      88.8      18.1       3.5       1.5       8.6       0.3       0.6      31.5       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        10         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    52,320                :
: Positions                                                                                                    :
:   20,645    45,180    10,585     2,625       785     5,300       165       420    11,260         0       815 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      300     2,025       100         0         0         0       -75        10     1,550         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.5      86.4      20.2       5.0       1.5      10.1       0.3       0.8      21.5       0.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        10         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EVG                                                    Open Interest is    21,100                :
: Positions                                                                                                    :
:   11,630    11,775     2,360         0       700        45     3,895       220     2,175     1,155       590 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      55.8      11.2       0.0       3.3       0.2      18.5       1.0      10.3       5.5       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        10         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064EVH                                                    Open Interest is    20,170                :
: Positions                                                                                                    :
:   10,970    11,575     2,315         0       835         0     3,895       220     3,055     1,280       320 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      57.4      11.5       0.0       4.1       0.0      19.3       1.1      15.1       6.3       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         8         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064EWU                                                    Open Interest is    75,995                :
: Positions                                                                                                    :
:   41,295    43,520     5,780         0     2,235     2,085    20,840     1,200    16,490     1,500     1,270 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      130     1,530      -100         0        60        50      -500       300       950         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      57.3       7.6       0.0       2.9       2.7      27.4       1.6      21.7       2.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        11         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EWV                                                    Open Interest is    69,685                :
: Positions                                                                                                    :
:   40,850    38,385     5,390         0     1,965     2,000    20,840     1,200    12,470     1,500     1,270 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:     -270     1,130      -100         0        60        50      -500       300       950         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      55.1       7.7       0.0       2.8       2.9      29.9       1.7      17.9       2.2       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        13         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    64,092                :
: Positions                                                                                                    :
:   37,381    20,966         0    20,510         0    18,140         0     2,465         0    14,140     2,005 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      430      -395         0     1,100         0       525         0         0         0       250         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      32.7       0.0      32.0       0.0      28.3       0.0       3.8       0.0      22.1       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        11         0         .         0         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    52,197                :
: Positions                                                                                                    :
:   34,894    16,820         0    17,744         0     9,035         0     2,755         0     9,660     2,425 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      500      -325         0     1,100      -175       525         0         0         0       250         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.9      32.2       0.0      34.0       0.0      17.3       0.0       5.3       0.0      18.5       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        11         0         .         0         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is   190,304                :
: Positions                                                                                                    :
:  101,851    93,405    15,723       150     8,137     7,076    18,325     6,014     1,450    14,280     3,405 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:    3,120       315       150         0        90      -170       575        50         0     2,210    -1,425 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      49.1       8.3       0.1       4.3       3.7       9.6       3.2       0.8       7.5       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        30         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is   150,658                :
: Positions                                                                                                    :
:   72,445    83,341    19,335         0     4,688     6,496     7,535     6,006     1,450     8,665     3,165 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:    2,850       390       750         0      -500      -230       575       335      -180     2,225    -1,590 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.1      55.3      12.8       0.0       3.1       4.3       5.0       4.0       1.0       5.8       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        26         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    72,966                :
: Positions                                                                                                    :
:   32,895    39,430    16,001     5,296    10,335     1,385     1,315     7,575         0     4,360         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      250       175        50       250       -75         0      -225         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.1      54.0      21.9       7.3      14.2       1.9       1.8      10.4       0.0       6.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        17         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    59,809                :
: Positions                                                                                                    :
:   28,465    28,380     7,321     2,866     9,268     1,065     1,965     7,600         0     3,760         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:     -575        90      -240       -30       420        50      -825       600         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6      47.5      12.2       4.8      15.5       1.8       3.3      12.7       0.0       6.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        17         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    41,725                :
: Positions                                                                                                    :
:   14,520    23,885       435     7,925     2,950    15,705         0     2,640       590         0     1,090 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      285       595        85      -945       225      -780         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.8      57.2       1.0      19.0       7.1      37.6       0.0       6.3       1.4       0.0       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        15         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKD                                                    Open Interest is    51,400                :
: Positions                                                                                                    :
:   11,040    36,345         0     7,570     2,815    32,455       230     1,510       590         0     1,090 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      590       840         0    -1,080       400      -780        50       175         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.5      70.7       0.0      14.7       5.5      63.1       0.4       2.9       1.1       0.0       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        15         0         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKE                                                    Open Interest is   154,299                :
: Positions                                                                                                    :
:   91,099    88,600     4,550     6,819    16,525     5,315     9,300     6,185     3,755         0         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:    2,230       710      -480      -130       660        75     1,245      -100         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      57.4       2.9       4.4      10.7       3.4       6.0       4.0       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       24        26         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is   117,710                :
: Positions                                                                                                    :
:   69,825    59,210     4,735    14,000    13,980       375     4,890     9,065     3,225         0         0 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:      795    -1,205      -180      -870       515        75     2,195      -780         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      50.3       4.0      11.9      11.9       0.3       4.2       7.7       2.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       22        22         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.ATSI_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064FZA                                                    Open Interest is    28,350                :
: Positions                                                                                                    :
:   19,840    14,510         0     9,745     1,595     3,555       300       420     1,150         0       525 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:       60         0         0        60         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      51.2       0.0      34.4       5.6      12.5       1.1       1.5       4.1       0.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        10         0         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.ATSI_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064FZB                                                    Open Interest is    28,635                :
: Positions                                                                                                    :
:   20,660    14,315         0    10,505     1,345     3,770       300         0       650         0       500 :
:                                                                                                              :
: Changes from:     May 19, 2020                                                                               :
:       60         0         0        60         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      50.0       0.0      36.7       4.7      13.2       1.0       0.0       2.3       0.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        10         0         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------



Updated May 29, 2020