Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    18,745                :
: Positions                                                                                                    :
:   14,563     8,118       503       948     1,066       486       350       183       224     6,354     1,092 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -116      -311       -42       123         6         0      -180         0         0       129       126 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      43.3       2.7       5.1       5.7       2.6       1.9       1.0       1.2      33.9       5.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        11         .         .         4         .         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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     7,790                :
: Positions                                                                                                    :
:    4,536     4,342       641     1,397     1,071     1,054         0       207       129       621        23 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.2      55.7       8.2      17.9      13.7      13.5       0.0       2.7       1.7       8.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       11        12         .         .         .         .         0         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    38,855                :
: Positions                                                                                                    :
:   26,520    31,059     4,808     1,357     1,800       743       490       139     2,880     1,820     1,950 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,082       422        75       390       -53         0        75         0      -125        25       125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      79.9      12.4       3.5       4.6       1.9       1.3       0.4       7.4       4.7       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        22         .         .         .         .         .         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   (1 MWh for about 368 Hours)                                :
CFTC Code #064392                                                    Open Interest is    34,120                :
: Positions                                                                                                    :
:   28,753    27,925         0     3,999       688         0       229       304     3,425        25       950 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,315       540         0       575      -218         0         0         0      -200         0        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      81.8       0.0      11.7       2.0       0.0       0.7       0.9      10.0       0.1       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        19         0         .         .         0         .         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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 1Megawatt for 368 Hours)                       :
CFTC Code #064394                                                    Open Interest is   140,092                :
: Positions                                                                                                    :
:  107,552   103,377     2,130    15,855     7,622    11,342     1,528     4,344     3,762     4,151     3,087 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    2,730     4,082        25      -366       -28       700       -50      -500       244        22       -28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      73.8       1.5      11.3       5.4       8.1       1.1       3.1       2.7       3.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       30        32         .         .         5         7         6         4         8         4         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    70,280                :
: Positions                                                                                                    :
:   59,732    49,868     2,940    11,578     4,232       756       965       948       671     1,627     1,001 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      905     1,390         0        -5        25       255       -25      -225       150       -50       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      71.0       4.2      16.5       6.0       1.1       1.4       1.3       1.0       2.3       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        20         .         .         .         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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 SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                     :
CFTC Code #064396                                                    Open Interest is    41,273                :
: Positions                                                                                                    :
:   37,517    30,365       256     6,280     2,100         0     1,153         0     1,250     1,225       150 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -930       420         0    -1,125       275         0       -50         0         0      -175         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.9      73.6       0.6      15.2       5.1       0.0       2.8       0.0       3.0       3.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        13         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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 FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                  :
CFTC Code #06439A                                                    Open Interest is    57,180                :
: Positions                                                                                                    :
:   32,959    23,367       918    24,562     2,933    14,690       200        50     1,329     1,942     4,026 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:       73     1,607       -20    -2,170       330      -600         0         0        24        40       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      40.9       1.6      43.0       5.1      25.7       0.3       0.1       2.3       3.4       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        19         .         .         5         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    71,536                :
: Positions                                                                                                    :
:   41,106    24,754         0    37,170     3,717    20,967       491       120     2,208     2,535     2,643 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -256     1,287         0    -3,379      -122    -1,860        41        70        10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      34.6       0.0      52.0       5.2      29.3       0.7       0.2       3.1       3.5       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        20         0         4         4         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    70,904                :
: Positions                                                                                                    :
:   51,752    45,868    11,811    19,754     3,157         0         0         0     2,315       748     1,377 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      476     1,168      -364    -1,010         0         0         0         0        41         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      64.7      16.7      27.9       4.5       0.0       0.0       0.0       3.3       1.1       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       24        23         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    88,884                :
: Positions                                                                                                    :
:   62,949    50,739    20,153    34,113     1,097        91        50        70     2,036       819     1,996 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      381     1,448      -204    -1,120       -60        91       -60        70         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      57.1      22.7      38.4       1.2       0.1       0.1       0.1       2.3       0.9       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        23         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    43,625                :
: Positions                                                                                                    :
:   28,828    39,035     9,809         0     4,084         0         0         0       280         0       200 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      395       465        70         0       -20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      89.5      22.5       0.0       9.4       0.0       0.0       0.0       0.6       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       17        13         .         0         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   (1 MW for about 368 Hours)                              :
CFTC Code #06439L                                                    Open Interest is    26,544                :
: Positions                                                                                                    :
:   24,689    15,251         0     9,034     1,047         0       600         0       360       601         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -150       -55         0      -100         0         0         0         0         0         6         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.0      57.5       0.0      34.0       3.9       0.0       2.3       0.0       1.4       2.3       0.0 :
:                                                                                                              :
: 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 July 28, 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    22,733                :
: Positions                                                                                                    :
:   13,244    20,646     5,420         0     1,565         0         0         0     2,100       222       300 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      90.8      23.8       0.0       6.9       0.0       0.0       0.0       9.2       1.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        10         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    84,523                :
: Positions                                                                                                    :
:   61,780    60,721       295     8,287     9,041     6,234     1,255       220     3,872     1,942     2,591 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      414       759         0      -242       151       -53        82        95       175       -76        72 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      71.8       0.3       9.8      10.7       7.4       1.5       0.3       4.6       2.3       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       34        35         .         .         .         6         5         .        11         6        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    15,516                :
: Positions                                                                                                    :
:   10,594    15,222     4,004         0       144       750         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      98.1      25.8       0.0       0.9       4.8       0.0       0.0       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6        14         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                    :
CFTC Code #06439W                                                    Open Interest is    15,556                :
: Positions                                                                                                    :
:   10,634    15,262     4,004         0       144       750         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      100       100         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      98.1      25.7       0.0       0.9       4.8       0.0       0.0       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7        14         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    50,331                :
: Positions                                                                                                    :
:   41,996    37,932         0     5,411     3,600         0       600         0     4,120     2,100       285 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,594     1,460         0       150         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      75.4       0.0      10.8       7.2       0.0       1.2       0.0       8.2       4.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        17         0         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    48,198                :
: Positions                                                                                                    :
:   36,168    41,853     5,414         0     5,749         0         0         0       540       100       175 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,684       329    -1,330         0       500         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      86.8      11.2       0.0      11.9       0.0       0.0       0.0       1.1       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        16         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    41,275                :
: Positions                                                                                                    :
:   35,798    28,573         0     7,246     4,081        45       875         0       275       200       250 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      121       -53         0        90       249         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      69.2       0.0      17.6       9.9       0.1       2.1       0.0       0.7       0.5       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        21         0         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    65,475                :
: Positions                                                                                                    :
:   50,640    62,440     9,879       230     2,205         0         0         0     1,665       250       110 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      501       511        80         0         0         0         0         0       -20        50        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      95.4      15.1       0.4       3.4       0.0       0.0       0.0       2.5       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        10         4         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    71,281                :
: Positions                                                                                                    :
:   59,294    64,676     5,086     1,755     3,740         0       645         0     2,586       200        75 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      540       580        50        60       -60         0        70         0       120         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      90.7       7.1       2.5       5.2       0.0       0.9       0.0       3.6       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        11         .         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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 FIXD - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 368 Hours)                  :
CFTC Code #0643BF                                                    Open Interest is    84,006                :
: Positions                                                                                                    :
:   68,709    74,723     8,769     4,822     1,347         0       523        30     2,244         0     2,489 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,549     1,703       -55         0         5         0         0         0       209         0      -176 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      88.9      10.4       5.7       1.6       0.0       0.6       0.0       2.7       0.0       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        20         5         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   102,216                :
: Positions                                                                                                    :
:   83,423    87,810    10,064     4,386     2,985       677     1,568        80       693     1,403     3,964 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    2,016     1,121        55        -5        50        20        24         0      -679       301         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      85.9       9.8       4.3       2.9       0.7       1.5       0.1       0.7       1.4       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       23        26         5         .         4         .         8         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    61,602                :
: Positions                                                                                                    :
:   41,261    55,351    19,954     1,700       162         0     2,814         0       200     1,550        25 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -125        75       300       -75        39         0         0         0       -25       150      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      89.9      32.4       2.8       0.3       0.0       4.6       0.0       0.3       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        12         .         .         .         0         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                     :
CFTC Code #0643BR                                                    Open Interest is    56,390                :
: Positions                                                                                                    :
:   37,190    54,990    17,625         0       525         0       150         0     1,050       725         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -350       -50       300         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      97.5      31.3       0.0       0.9       0.0       0.3       0.0       1.9       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         9         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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 FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                      :
CFTC Code #0643BS                                                    Open Interest is    58,181                :
: Positions                                                                                                    :
:   37,091    52,525    15,372       127     2,906       700        35         0       999     1,685       792 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      516    -1,449    -2,054         0       693         0         0         0        49       -50        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      90.3      26.4       0.2       5.0       1.2       0.1       0.0       1.7       2.9       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        18         5         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    66,210                :
: Positions                                                                                                    :
:   49,975    56,891    10,050       295     2,553     1,245     3,200       220     1,281     2,016       651 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      883    -1,093    -2,017         0     1,351        70         0         0        -9        20       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      85.9      15.2       0.4       3.9       1.9       4.8       0.3       1.9       3.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        17         .         .         .         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    25,505                :
: Positions                                                                                                    :
:   11,914    23,924    12,971         0       436         0       885         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:       15        15       -12         0        12         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.7      93.8      50.9       0.0       1.7       0.0       3.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        13         5         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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 FIXED - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                             :
CFTC Code #0643BX                                                    Open Interest is    25,156                :
: Positions                                                                                                    :
:   11,990    24,201    12,313         0       545         0       225         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      -25       -25       -12         0        12         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.7      96.2      48.9       0.0       2.2       0.0       0.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        12         5         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    30,117                :
: Positions                                                                                                    :
:   24,157    21,165     3,050     5,125       778         0       524       330     1,445     1,217       255 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      336       446       170       310        50         0         0         0        65      -180        95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      70.3      10.1      17.0       2.6       0.0       1.7       1.1       4.8       4.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        14         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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 FIX PR - ICE FUTURES ENERGY DIV   (1MW for about 368 Hours)                             :
CFTC Code #0643BZ                                                    Open Interest is    18,315                :
: Positions                                                                                                    :
:   14,489    14,240     1,463     1,182       320         0       970         0       685     1,001       152 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      410       170        60       240        90         0         0         0         0       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      77.8       8.0       6.5       1.7       0.0       5.3       0.0       3.7       5.5       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         8         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    59,720                :
: Positions                                                                                                    :
:   44,901    29,218     7,380    22,180       595     2,711     5,656       284     2,634       619     1,117 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      122       187         2         0        85        20       118         0       191         0      -240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      48.9      12.4      37.1       1.0       4.5       9.5       0.5       4.4       1.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        19         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   (1MW for about 368 Hours)                                    :
CFTC Code #0643C4                                                    Open Interest is    37,248                :
: Positions                                                                                                    :
:   31,763    14,187     2,314    18,570     1,165       755     1,413        60       591     1,342       456 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      470       197        40         0        10        25       125         0        25       238         2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      38.1       6.2      49.9       3.1       2.0       3.8       0.2       1.6       3.6       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        15         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    18,959                :
: Positions                                                                                                    :
:    9,658    17,725     7,391         0       795       300       189         0       550        75       175 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:       25       125         0         0         0         0         0         0         0      -100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      93.5      39.0       0.0       4.2       1.6       1.0       0.0       2.9       0.4       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        16         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    12,243                :
: Positions                                                                                                    :
:    7,069     8,310     2,454     2,100     1,068       140         0         0       240       100       500 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        0       -40       -40         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      67.9      20.0      17.2       8.7       1.1       0.0       0.0       2.0       0.8       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    11,248                :
: Positions                                                                                                    :
:    6,207     7,305     2,392     2,100     1,083       140         0         0       210       100       495 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        0       -40       -40         0         7         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      64.9      21.3      18.7       9.6       1.2       0.0       0.0       1.9       0.9       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         9         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    35,405                :
: Positions                                                                                                    :
:   20,515    29,825    11,185         0       355       200         0         0       950     3,190     2,035 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      -35       365       400         0       -20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      84.2      31.6       0.0       1.0       0.6       0.0       0.0       2.7       9.0       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        12         .         0         .         .         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    35,580                :
: Positions                                                                                                    :
:   21,200    30,085    10,585         0       475       200         0         0       950     3,015     2,005 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      145       385       240         0        -5         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.6      84.6      29.7       0.0       1.3       0.6       0.0       0.0       2.7       8.5       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        13         .         0         .         .         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   117,398                :
: Positions                                                                                                    :
:   83,015    97,391    22,151     2,917     8,478       150     1,679       760     1,330     4,662     1,431 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,827     1,379       -60       335       -95         0       199         0       100       -43        40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      83.0      18.9       2.5       7.2       0.1       1.4       0.6       1.1       4.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       32        29         4         .         .         .         .         .         5         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   129,823                :
: Positions                                                                                                    :
:   90,100   110,410    24,413        17     8,880        74     1,346     2,455     1,248     4,054     2,581 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,415     1,319       102        17      -134        48       198       188       -95       -83       194 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      85.0      18.8       0.0       6.8       0.1       1.0       1.9       1.0       3.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       36        28         5         .         5         .         .         4         5         7         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   274,197                :
: Positions                                                                                                    :
:  151,390   218,798    43,921     4,362    20,595    21,312     2,678     8,786    18,007     9,086     9,739 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    3,434     5,449    -2,162        80      -284     3,095      -196    -1,966       933         1       -21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      79.8      16.0       1.6       7.5       7.8       1.0       3.2       6.6       3.3       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    93                     :
:       44        39         .         .         5        12         6        11        16         7        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    17,068                :
: Positions                                                                                                    :
:    9,704    14,890     1,082       106     1,297       961         0       665     3,194         0        50 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      255       255         0         1         0         1         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.9      87.2       6.3       0.6       7.6       5.6       0.0       3.9      18.7       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13         9         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    13,636                :
: Positions                                                                                                    :
:    6,987    11,685     1,474       145     1,141       140       300       365     3,414         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      240       240         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.2      85.7      10.8       1.1       8.4       1.0       2.2       2.7      25.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         9         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    10,815                :
: Positions                                                                                                    :
:    7,005     8,965     1,170         0         0       520       290       455       895       520       160 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -445     1,395       240         0       -90        30      -230       315       505      -930      -460 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      82.9      10.8       0.0       0.0       4.8       2.7       4.2       8.3       4.8       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        19         .         0         0         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   (1MW for about 352 Hours)                              :
CFTC Code #0643ID                                                    Open Interest is    15,524                :
: Positions                                                                                                    :
:   12,318    14,028       857        51       164       350         0         0     1,570       997       255 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      188       180       -11        51       -20         0         0         0         0       -90        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      90.4       5.5       0.3       1.1       2.3       0.0       0.0      10.1       6.4       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       13        21         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    89,523                :
: Positions                                                                                                    :
:   64,102    65,142    16,451    11,356     1,440         0     4,055         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,240       880      -360         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      72.8      18.4      12.7       1.6       0.0       4.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        19         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    74,499                :
: Positions                                                                                                    :
:   54,040    52,604    12,829     9,685     1,465         0     4,580         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,000       640      -360         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      70.6      17.2      13.0       2.0       0.0       6.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        18         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    25,930                :
: Positions                                                                                                    :
:    6,780    16,640     9,640         0     4,425       350       990         0     1,150         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -550       685     1,585         0      -610         0         0         0      -350         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.1      64.2      37.2       0.0      17.1       1.3       3.8       0.0       4.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        11         .         0         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    59,825                :
: Positions                                                                                                    :
:   33,495    21,460     6,661    24,086       780    11,620     5,540     3,745         0       960         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      315       300       -15         0        60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      35.9      11.1      40.3       1.3      19.4       9.3       6.3       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        15         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    39,834                :
: Positions                                                                                                    :
:   21,647    16,773     9,471    13,190       660     2,365     3,430     3,015         0       360       300 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        0      -180      -180         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      42.1      23.8      33.1       1.7       5.9       8.6       7.6       0.0       0.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        16         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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.N.Y.C._month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CZS                                                    Open Interest is    22,526                :
: Positions                                                                                                    :
:   13,260    12,798     5,170     2,472       555         0     3,340     1,800         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      120       620         0      -500       240         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.9      56.8      23.0      11.0       2.5       0.0      14.8       8.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        12         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    97,330                :
: Positions                                                                                                    :
:   61,035    33,065         0    35,520     4,885    11,480     1,450     1,175         0     2,435       625 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -450       150       -40       140      -590         0         0         0         0      -780         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      34.0       0.0      36.5       5.0      11.8       1.5       1.2       0.0       2.5       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        19         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    93,705                :
: Positions                                                                                                    :
:   58,605    32,580         0    32,035     4,640    12,435     1,450     1,055         0     4,905       420 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -450       150         0       180      -780         0         0         0         0      -780       350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      34.8       0.0      34.2       5.0      13.3       1.5       1.1       0.0       5.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        18         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    23,553                :
: Positions                                                                                                    :
:   14,071     4,153         0       998       766     2,355     9,090       505       875     3,925       490 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.7      17.6       0.0       4.2       3.3      10.0      38.6       2.1       3.7      16.7       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    22,908                :
: Positions                                                                                                    :
:   13,376     4,213         0     1,713       633     2,355     8,590       535       875     3,010       930 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      18.4       0.0       7.5       2.8      10.3      37.5       2.3       3.8      13.1       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    71,902                :
: Positions                                                                                                    :
:   19,528    61,240    13,412     8,625        35    27,625         0         0     9,340         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -112       470       867       750       -25       300         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.2      85.2      18.7      12.0       0.0      38.4       0.0       0.0      13.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        10         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    72,130                :
: Positions                                                                                                    :
:   20,365    61,885    14,190     8,130        70    27,225         0         0     8,640         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.2      85.8      19.7      11.3       0.1      37.7       0.0       0.0      12.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    61,400                :
: Positions                                                                                                    :
:   20,905    55,060     9,370     1,730     1,875     5,650        80        50    20,645         0       140 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        0         0        25         0         0         0        25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.0      89.7      15.3       2.8       3.1       9.2       0.1       0.1      33.6       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        10         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    52,110                :
: Positions                                                                                                    :
:   20,215    46,050     9,750     2,090     1,110     5,650        80        50    12,455         0       490 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:       50        50        25         0         0         0        25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.8      88.4      18.7       4.0       2.1      10.8       0.2       0.1      23.9       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        10         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    18,600                :
: Positions                                                                                                    :
:   10,215    10,190     1,320         0       780        95     3,225         0     2,185       860       530 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      54.8       7.1       0.0       4.2       0.5      17.3       0.0      11.7       4.6       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    69,720                :
: Positions                                                                                                    :
:   37,085    38,265     4,365         0     2,590     2,495    19,900       840    15,115     1,250     1,270 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -190       240      -245         0       120       675         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      54.9       6.3       0.0       3.7       3.6      28.5       1.2      21.7       1.8       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        13         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    64,180                :
: Positions                                                                                                    :
:   36,800    33,485     3,990         0     2,740     2,295    19,900       840    11,455     1,250     1,270 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -425       175       -25         0      -100       625         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      52.2       6.2       0.0       4.3       3.6      31.0       1.3      17.8       1.9       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        12         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    64,667                :
: Positions                                                                                                    :
:   37,878    22,981         0    18,782        90    17,660       185     3,615        50    13,710     2,005 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      375        50         0       850      -300       600       -25        25         0       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      35.5       0.0      29.0       0.1      27.3       0.3       5.6       0.1      21.2       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        12         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    54,245                :
: Positions                                                                                                    :
:   36,228    19,940         0    16,138        90     9,410       210     3,640        50     9,650     2,250 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      650       300         0       850      -300       600         0         0         0       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      36.8       0.0      29.8       0.2      17.3       0.4       6.7       0.1      17.8       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        12         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   194,013                :
: Positions                                                                                                    :
:  107,220    86,462    16,185       260     8,385       145    22,393     9,810     1,250    15,540     2,305 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      991       641     1,305         0      -285       -25     1,550      -300         0        80        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.3      44.6       8.3       0.1       4.3       0.1      11.5       5.1       0.6       8.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        28         .         .         .         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   154,076                :
: Positions                                                                                                    :
:   80,105    77,386    19,099         0     3,240         0    13,738     9,070     1,545     9,480     2,320 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,005       510     1,085         0        25         0     1,500      -300       -80         0       105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      50.2      12.4       0.0       2.1       0.0       8.9       5.9       1.0       6.2       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        27         .         0         .         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FJY                                                    Open Interest is    23,575                :
: Positions                                                                                                    :
:    9,020    19,025     9,425       980     2,220     2,100       300         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        0       600         0         0         0       600         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.3      80.7      40.0       4.2       9.4       8.9       1.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        11         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    70,251                :
: Positions                                                                                                    :
:   28,190    38,645    17,301     5,246     9,500     1,880         0     8,815         0     3,590         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -500     1,400     1,850       -50      -700         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.1      55.0      24.6       7.5      13.5       2.7       0.0      12.5       0.0       5.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        16         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    60,337                :
: Positions                                                                                                    :
:   25,202    30,345    10,826     4,553     6,869     1,655         0     9,065         0     3,040         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -408     1,180     1,800       212      -650         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.8      50.3      17.9       7.5      11.4       2.7       0.0      15.0       0.0       5.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        16         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    45,737                :
: Positions                                                                                                    :
:   21,642    21,845     1,238     6,710     5,077     6,525     2,185     5,565       840         0       840 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      962      -425      -137       650      -523         0       600         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.3      47.8       2.7      14.7      11.1      14.3       4.8      12.2       1.8       0.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        15         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    51,490                :
: Positions                                                                                                    :
:   15,545    32,040         0     4,490     4,755    22,420     2,455     3,475       840         0       840 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      295      -975         0       670      -740         0       600         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.2      62.2       0.0       8.7       9.2      43.5       4.8       6.7       1.6       0.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        15         0         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   154,647                :
: Positions                                                                                                    :
:   84,502    90,269     2,380     4,268    20,405     6,775     2,270     7,900     3,150         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,055       480       -25       575      -180        25         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      58.4       1.5       2.8      13.2       4.4       1.5       5.1       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       25        27         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   122,820                :
: Positions                                                                                                    :
:   69,015    65,697     3,120    13,193    17,320     5,190       865     8,195     2,460         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:       85      -478      -200       388      -325        25         0       -25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.2      53.5       2.5      10.7      14.1       4.2       0.7       6.7       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       22        24         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated July 31, 2020