COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    17,261:    13,587      7,701        232        918      1,029        345        355        183        202      5,524      1,077:      606       474
Old  :    17,261:    13,587      7,701        232        918      1,029        345        355        183        202      5,524      1,077:      606       474
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :    -1,484:      -976       -417       -271        -30        -37       -141          5          0        -22       -830        -15:      -22      -160
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       44.6        1.3        5.3        6.0        2.0        2.1        1.1        1.2       32.0        6.2:      3.5       2.7
Old  :     100.0:      78.7       44.6        1.3        5.3        6.0        2.0        2.1        1.1        1.2       32.0        6.2:      3.5       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        12         11          .          .          4          .          .          .          .          5          .:
Old  :        27:        12         11          .          .          4          .          .          .          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       45.5       78.0       69.5       36.7       34.7       49.6       48.0
Old  :                 53.5       45.5       78.0       69.5       36.7       34.7       49.6       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    12,469:     7,353      6,677        663        756      1,698        611          0        838        119      1,224        894:      294       382
Old  :    12,469:     7,353      6,677        663        756      1,698        611          0        838        119      1,224        894:      294       382
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :    -2,156:    -1,367       -911          1        -42       -593         84          0       -373         31       -393        -97:      157       253
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.0       53.5        5.3        6.1       13.6        4.9        0.0        6.7        1.0        9.8        7.2:      2.4       3.1
Old  :     100.0:      59.0       53.5        5.3        6.1       13.6        4.9        0.0        6.7        1.0        9.8        7.2:      2.4       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        21         20          .          .          .          .          0          .          .         10          8:
Old  :        40:        21         20          .          .          .          .          0          .          .         10          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       43.7       67.4       59.0       32.2       29.9       43.2       40.1
Old  :                 46.8       43.7       67.4       59.0       32.2       29.9       43.2       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    36,484:    24,104     29,796      4,693      1,178      1,751        677        485        164      3,605      1,395      1,475:       15       240
Old  :    36,484:    24,104     29,796      4,693      1,178      1,751        677        485        164      3,605      1,395      1,475:       15       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :    -2,371:    -2,416     -1,263       -115       -179        -49        -66         -5         25        725       -425       -475:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.1       81.7       12.9        3.2        4.8        1.9        1.3        0.4        9.9        3.8        4.0:      0.0       0.7
Old  :     100.0:      66.1       81.7       12.9        3.2        4.8        1.9        1.3        0.4        9.9        3.8        4.0:      0.0       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        17         21          .          .          .          .          .          .          .          4          4:
Old  :        38:        17         21          .          .          .          .          .          .          .          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       54.7       81.6       76.5       54.5       47.8       67.4       62.1
Old  :                 57.7       54.7       81.6       76.5       54.5       47.8       67.4       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MWh for about 368 Hours)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    32,068:    26,974     26,686          0      3,957        440          0        206        304      3,900         25        450:        0         0
Old  :    32,068:    26,974     26,686          0      3,957        440          0        206        304      3,900         25        450:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :    -2,052:    -1,779     -1,239          0        -42       -248          0        -23          0        475          0       -500:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.1       83.2        0.0       12.3        1.4        0.0        0.6        0.9       12.2        0.1        1.4:      0.0       0.0
Old  :     100.0:      84.1       83.2        0.0       12.3        1.4        0.0        0.6        0.9       12.2        0.1        1.4:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        13         17          0          .          .          0          .          .          4          .          .:
Old  :        28:        13         17          0          .          .          0          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       66.9       82.6       90.6       59.9       59.2       77.3       80.4
Old  :                 61.4       66.9       82.6       90.6       59.9       59.2       77.3       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                                                                  Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 1Megawatt for 368 Hours)                                                                                  :
     :          :    Positions                                                                                                           :
All  :   143,960:   108,188    106,635      2,394     14,053      8,376     11,317      1,165      4,377      4,801      3,962      3,340:    1,167     2,052
Old  :   143,960:   108,188    106,635      2,394     14,053      8,376     11,317      1,165      4,377      4,801      3,962      3,340:    1,167     2,052
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     3,868:       636      3,258        264     -1,802        754        -25       -363         33      1,039       -189        253:      914     1,924
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       74.1        1.7        9.8        5.8        7.9        0.8        3.0        3.3        2.8        2.3:      0.8       1.4
Old  :     100.0:      75.2       74.1        1.7        9.8        5.8        7.9        0.8        3.0        3.3        2.8        2.3:      0.8       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        65:        32         32          .          .          5          7          6          4          8          5          8:
Old  :        65:        32         32          .          .          5          7          6          4          8          5          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       32.5       61.2       55.4       34.5       26.8       43.8       40.6
Old  :                 44.6       32.5       61.2       55.4       34.5       26.8       43.8       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                                  Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    70,016:    59,276     49,508      2,940     12,078      3,970        908        965        950        971      1,483      1,001:        0        61
Old  :    70,016:    59,276     49,508      2,940     12,078      3,970        908        965        950        971      1,483      1,001:        0        61
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :      -403:      -547       -496          0        500       -262        107          0          0        300       -144          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.7       70.7        4.2       17.3        5.7        1.3        1.4        1.4        1.4        2.1        1.4:      0.0       0.1
Old  :     100.0:      84.7       70.7        4.2       17.3        5.7        1.3        1.4        1.4        1.4        2.1        1.4:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        25         23          .          .          .          .          .          .          4          .          .:
Old  :        44:        25         23          .          .          .          .          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.7       74.2       79.6       86.1       59.0       60.5       68.4       69.3
Old  :                 61.7       74.2       79.6       86.1       59.0       60.5       68.4       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                             Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    41,496:    37,592     30,715        156      6,005      2,348          0      1,153          0      1,250      1,125        150:        0         0
Old  :    41,496:    37,592     30,715        156      6,005      2,348          0      1,153          0      1,250      1,125        150:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       223:        75        350       -100       -275        248          0          0          0          0       -100          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.6       74.0        0.4       14.5        5.7        0.0        2.8        0.0        3.0        2.7        0.4:      0.0       0.0
Old  :     100.0:      90.6       74.0        0.4       14.5        5.7        0.0        2.8        0.0        3.0        2.7        0.4:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        12         13          .          .          .          0          .          0          .          .          .:
Old  :        26:        12         13          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.0       80.4       93.1       93.3       70.3       64.8       76.8       76.9
Old  :                 75.0       80.4       93.1       93.3       70.3       64.8       76.8       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                          Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    57,233:    32,834     23,337        906     24,277      3,071     14,690        225         50      1,301      1,957      4,011:      370       305
Old  :    57,233:    32,834     23,337        906     24,277      3,071     14,690        225         50      1,301      1,957      4,011:      370       305
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :        53:      -125        -30        -12       -285        138          0         25          0        -28         15        -15:       95       205
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.4       40.8        1.6       42.4        5.4       25.7        0.4        0.1        2.3        3.4        7.0:      0.6       0.5
Old  :     100.0:      57.4       40.8        1.6       42.4        5.4       25.7        0.4        0.1        2.3        3.4        7.0:      0.6       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        19         19          .          .          5          4          .          .          .          .          .:
Old  :        37:        19         19          .          .          5          4          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       65.9       70.6       81.7       45.2       56.8       58.9       68.5
Old  :                 48.4       65.9       70.6       81.7       45.2       56.8       58.9       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    71,278:    40,773     25,369          0     36,385      3,547     20,967        500        145      2,180      2,574      2,603:    1,063       155
Old  :    71,278:    40,773     25,369          0     36,385      3,547     20,967        500        145      2,180      2,574      2,603:    1,063       155
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :      -258:      -333        615          0       -785       -170          0          9         25        -28         39        -40:      288        49
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.2       35.6        0.0       51.0        5.0       29.4        0.7        0.2        3.1        3.6        3.7:      1.5       0.2
Old  :     100.0:      57.2       35.6        0.0       51.0        5.0       29.4        0.7        0.2        3.1        3.6        3.7:      1.5       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        20         20          0          4          4          4          .          .          .          .          .:
Old  :        40:        20         20          0          4          4          4          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       67.1       71.1       82.6       50.9       61.9       64.3       72.8
Old  :                 52.5       67.1       71.1       82.6       50.9       61.9       64.3       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                           Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    70,814:    51,492     45,228     11,658     19,669      3,157          0          0          0      2,390        758      1,317:      800       685
Old  :    70,814:    51,492     45,228     11,658     19,669      3,157          0          0          0      2,390        758      1,317:      800       685
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       -90:      -260       -640       -153        -85          0          0          0          0         75         10        -60:      308       685
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.7       63.9       16.5       27.8        4.5        0.0        0.0        0.0        3.4        1.1        1.9:      1.1       1.0
Old  :     100.0:      72.7       63.9       16.5       27.8        4.5        0.0        0.0        0.0        3.4        1.1        1.9:      1.1       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        24         24          .          .          .          0          0          0          .          .          .:
Old  :        38:        24         24          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       60.8       64.7       84.8       40.3       60.8       61.1       79.2
Old  :                 43.5       60.8       64.7       84.8       40.3       60.8       61.1       79.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    89,319:    62,747     50,463     19,985     34,048      1,109        175        100         70      2,195        833      1,996:    1,042       700
Old  :    89,319:    62,747     50,463     19,985     34,048      1,109        175        100         70      2,195        833      1,996:    1,042       700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       435:      -202       -276       -168        -65         12         84         50          0        159         14          0:      550       700
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.3       56.5       22.4       38.1        1.2        0.2        0.1        0.1        2.5        0.9        2.2:      1.2       0.8
Old  :     100.0:      70.3       56.5       22.4       38.1        1.2        0.2        0.1        0.1        2.5        0.9        2.2:      1.2       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        25         24          4          .          .          .          .          .          .          .          .:
Old  :        42:        25         24          4          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       64.9       63.2       83.0       42.6       64.9       62.1       77.5
Old  :                 43.4       64.9       63.2       83.0       42.6       64.9       62.1       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    42,725:    27,928     39,035     10,709          0      3,184          0          0          0        280          0        200:      424       306
Old  :    42,725:    27,928     39,035     10,709          0      3,184          0          0          0        280          0        200:      424       306
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :      -900:      -900          0        900          0       -900          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.4       91.4       25.1        0.0        7.5        0.0        0.0        0.0        0.7        0.0        0.5:      1.0       0.7
Old  :     100.0:      65.4       91.4       25.1        0.0        7.5        0.0        0.0        0.0        0.7        0.0        0.5:      1.0       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        17         13          .          0          .          0          0          0          .          0          .:
Old  :        24:        17         13          .          0          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       81.5       83.8       94.9       57.4       76.1       71.0       77.7
Old  :                 68.1       81.5       83.8       94.9       57.4       76.1       71.0       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW for about 368 Hours)                                                                                              :
     :          :    Positions                                                                                                           :
All  :    26,976:    25,154     15,676          0      9,064      1,017          0        600          0        360        601          0:      445        18
Old  :    26,976:    25,154     15,676          0      9,064      1,017          0        600          0        360        601          0:      445        18
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       432:       465        425          0         30        -30          0          0          0          0          0          0:       -3         7
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.2       58.1        0.0       33.6        3.8        0.0        2.2        0.0        1.3        2.2        0.0:      1.6       0.1
Old  :     100.0:      93.2       58.1        0.0       33.6        3.8        0.0        2.2        0.0        1.3        2.2        0.0:      1.6       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        18         15          0          .          .          0          .          0          .          .          0:
Old  :        25:        18         15          0          .          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       65.2       77.0       82.9       45.3       53.7       58.6       63.0
Old  :                 59.2       65.2       77.0       82.9       45.3       53.7       58.6       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                           Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    24,184:    14,695     22,097      5,420          0      1,565          0          0          0      2,100        222        300:      104         0
Old  :    24,184:    14,695     22,097      5,420          0      1,565          0          0          0      2,100        222        300:      104         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     1,451:     1,451      1,451          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.8       91.4       22.4        0.0        6.5        0.0        0.0        0.0        8.7        0.9        1.2:      0.4       0.0
Old  :     100.0:      60.8       91.4       22.4        0.0        6.5        0.0        0.0        0.0        8.7        0.9        1.2:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11         10          .          0          .          0          0          0          .          .          .:
Old  :        20:        11         10          .          0          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       79.5       83.3       95.6       52.4       72.6       70.6       75.3
Old  :                 56.0       79.5       83.3       95.6       52.4       72.6       70.6       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                             Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    87,394:    64,692     63,225        295      8,649      8,966      5,930        893        223      4,066      2,147      2,682:      540       610
Old  :    87,394:    64,692     63,225        295      8,649      8,966      5,930        893        223      4,066      2,147      2,682:      540       610
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     1,103:     1,379      1,301          0        -20       -166       -415       -362        -29        254        205         31:       50       144
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       72.3        0.3        9.9       10.3        6.8        1.0        0.3        4.7        2.5        3.1:      0.6       0.7
Old  :     100.0:      74.0       72.3        0.3        9.9       10.3        6.8        1.0        0.3        4.7        2.5        3.1:      0.6       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        35         35          .          .          .          6          .          .         10          6         11:
Old  :        69:        35         35          .          .          .          6          .          .         10          6         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       40.9       56.3       64.7       20.8       24.0       31.0       31.4
Old  :                 33.3       40.9       56.3       64.7       20.8       24.0       31.0       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-06439V
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    16,128:    10,954     15,582      4,004          0        396        750          0          0          0        150          0:       24         0
Old  :    16,128:    10,954     15,582      4,004          0        396        750          0          0          0        150          0:       24         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       612:       360        360          0          0        252          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.9       96.6       24.8        0.0        2.5        4.7        0.0        0.0        0.0        0.9        0.0:      0.1       0.0
Old  :     100.0:      67.9       96.6       24.8        0.0        2.5        4.7        0.0        0.0        0.0        0.9        0.0:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         6         14          .          0          .          .          0          0          0          .          0:
Old  :        20:         6         14          .          0          .          .          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.2       60.6       96.4       83.5       48.9       54.4       65.8       67.8
Old  :                 66.2       60.6       96.4       83.5       48.9       54.4       65.8       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    16,168:    10,994     15,622      4,004          0        396        750          0          0          0        150          0:       24         0
Old  :    16,168:    10,994     15,622      4,004          0        396        750          0          0          0        150          0:       24         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       612:       360        360          0          0        252          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.0       96.6       24.8        0.0        2.4        4.6        0.0        0.0        0.0        0.9        0.0:      0.1       0.0
Old  :     100.0:      68.0       96.6       24.8        0.0        2.4        4.6        0.0        0.0        0.0        0.9        0.0:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         7         14          .          0          .          .          0          0          0          .          0:
Old  :        21:         7         14          .          0          .          .          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.0       60.4       96.1       83.2       48.9       54.3       65.7       67.9
Old  :                 66.0       60.4       96.1       83.2       48.9       54.3       65.7       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    51,643:    43,206     39,142          0      5,411      3,702          0        600          0      4,120      2,100        285:      330       403
Old  :    51,643:    43,206     39,142          0      5,411      3,702          0        600          0      4,120      2,100        285:      330       403
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     1,312:     1,210      1,210          0          0        102          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.7       75.8        0.0       10.5        7.2        0.0        1.2        0.0        8.0        4.1        0.6:      0.6       0.8
Old  :     100.0:      83.7       75.8        0.0       10.5        7.2        0.0        1.2        0.0        8.0        4.1        0.6:      0.6       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        18         17          0          .          .          0          .          0          .          .          .:
Old  :        32:        18         17          0          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       48.1       72.7       75.9       46.7       34.7       59.5       49.2
Old  :                 48.1       48.1       72.7       75.9       46.7       34.7       59.5       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    47,593:    35,510     42,063      6,307          0      4,919          0          0          0        540        100        175:      142       336
Old  :    47,593:    35,510     42,063      6,307          0      4,919          0          0          0        540        100        175:      142       336
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :      -605:      -658        210        893          0       -830          0          0          0          0          0          0:      -10        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.6       88.4       13.3        0.0       10.3        0.0        0.0        0.0        1.1        0.2        0.4:      0.3       0.7
Old  :     100.0:      74.6       88.4       13.3        0.0       10.3        0.0        0.0        0.0        1.1        0.2        0.4:      0.3       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        21         16          .          0          .          0          0          0          .          .          .:
Old  :        32:        21         16          .          0          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       75.5       73.8       91.4       39.9       63.1       53.9       65.6
Old  :                 52.6       75.5       73.8       91.4       39.9       63.1       53.9       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    42,354:    36,468     29,618          0      7,060      4,293        120        875          0        275        200        250:      948        58
Old  :    42,354:    36,468     29,618          0      7,060      4,293        120        875          0        275        200        250:      948        58
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     1,079:       670      1,045          0       -186        212         75          0          0          0          0          0:      122         8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       69.9        0.0       16.7       10.1        0.3        2.1        0.0        0.6        0.5        0.6:      2.2       0.1
Old  :     100.0:      86.1       69.9        0.0       16.7       10.1        0.3        2.1        0.0        0.6        0.5        0.6:      2.2       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        20         20          0          .          .          .          .          0          .          .          .:
Old  :        30:        20         20          0          .          .          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       63.6       78.6       83.6       40.2       48.9       51.2       55.9
Old  :                 52.7       63.6       78.6       83.6       40.2       48.9       51.2       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                                Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    65,640:    50,535     62,605      9,879        230      2,205          0          0          0      1,725        250        110:    1,186       240
Old  :    65,640:    50,535     62,605      9,879        230      2,205          0          0          0      1,725        250        110:    1,186       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       165:      -105        165          0          0          0          0          0          0         60          0          0:      210         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.0       95.4       15.1        0.4        3.4        0.0        0.0        0.0        2.6        0.4        0.2:      1.8       0.4
Old  :     100.0:      77.0       95.4       15.1        0.4        3.4        0.0        0.0        0.0        2.6        0.4        0.2:      1.8       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         10          4          .          4          0          0          0          .          .          .:
Old  :        29:        16         10          4          .          4          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       90.2       79.1       96.2       56.4       86.1       75.9       89.0
Old  :                 57.3       90.2       79.1       96.2       56.4       86.1       75.9       89.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    71,446:    59,369     64,785      5,075      1,755      3,740          0        675          0      2,591        200         75:      596       216
Old  :    71,446:    59,369     64,785      5,075      1,755      3,740          0        675          0      2,591        200         75:      596       216
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       165:        75        109        -11          0          0          0         30          0          5          0          0:       96        26
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.1       90.7        7.1        2.5        5.2        0.0        0.9        0.0        3.6        0.3        0.1:      0.8       0.3
Old  :     100.0:      83.1       90.7        7.1        2.5        5.2        0.0        0.9        0.0        3.6        0.3        0.1:      0.8       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         12          .          .          4          0          .          0          .          .          .:
Old  :        33:        19         12          .          .          4          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       85.7       74.5       95.3       51.6       81.1       73.2       87.3
Old  :                 51.6       85.7       74.5       95.3       51.6       81.1       73.2       87.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV                                                                                          Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 368 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    85,758:    71,146     76,880      8,768      4,822      1,408          0        523         30      1,965          0      2,023:      418        72
Old  :    85,758:    71,146     76,880      8,768      4,822      1,408          0        523         30      1,965          0      2,023:      418        72
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     1,752:     2,437      2,157         -1          0         61          0          0          0       -279          0       -466:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.0       89.6       10.2        5.6        1.6        0.0        0.6        0.0        2.3        0.0        2.4:      0.5       0.1
Old  :     100.0:      83.0       89.6       10.2        5.6        1.6        0.0        0.6        0.0        2.3        0.0        2.4:      0.5       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        20         21          5          .          .          0          .          .          .          0          .:
Old  :        39:        20         21          5          .          .          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       58.8       73.0       83.8       56.5       56.9       70.7       78.3
Old  :                 57.5       58.8       73.0       83.8       56.5       56.9       70.7       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   104,946:    86,442     91,565     10,022      4,435      2,948        652      1,366        125      1,313      1,415      3,084:      360         8
Old  :   104,946:    86,442     91,565     10,022      4,435      2,948        652      1,366        125      1,313      1,415      3,084:      360         8
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     2,008:     2,694      3,062        -42         49        -37        -25       -102        -55        620        280     -1,177:       30       -12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.4       87.2        9.5        4.2        2.8        0.6        1.3        0.1        1.3        1.3        2.9:      0.3       0.0
Old  :     100.0:      82.4       87.2        9.5        4.2        2.8        0.6        1.3        0.1        1.3        1.3        2.9:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        24         27          5          .          4          .          6          .          .          4          5:
Old  :        53:        24         27          5          .          4          .          6          .          .          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       51.6       70.4       76.8       50.0       51.4       65.7       72.0
Old  :                 52.0       51.6       70.4       76.8       50.0       51.4       65.7       72.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                                                                        Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    64,433:    43,252     58,191     20,749      1,370        207          0      2,815          0        200      1,825         25:        0         0
Old  :    64,433:    43,252     58,191     20,749      1,370        207          0      2,815          0        200      1,825         25:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     2,831:     1,991      2,840        795       -330         45          0          1          0          0        275          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.1       90.3       32.2        2.1        0.3        0.0        4.4        0.0        0.3        2.8        0.0:      0.0       0.0
Old  :     100.0:      67.1       90.3       32.2        2.1        0.3        0.0        4.4        0.0        0.3        2.8        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        12         13          .          .          .          0          .          0          .          4          .:
Old  :        28:        12         13          .          .          .          0          .          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.8       89.2       96.2       95.3       77.8       86.4       91.7       90.9
Old  :                 78.8       89.2       96.2       95.3       77.8       86.4       91.7       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                             Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    57,890:    38,690     56,490     17,625          0        525          0        150          0      1,050        725          0:        0         0
Old  :    57,890:    38,690     56,490     17,625          0        525          0        150          0      1,050        725          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     1,500:     1,500      1,500          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.8       97.6       30.4        0.0        0.9        0.0        0.3        0.0        1.8        1.3        0.0:      0.0       0.0
Old  :     100.0:      66.8       97.6       30.4        0.0        0.9        0.0        0.3        0.0        1.8        1.3        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9          8          .          0          .          0          .          0          .          .          0:
Old  :        21:         9          8          .          0          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.4       95.9       95.9       99.3       84.4       92.0       92.1       93.6
Old  :                 84.4       95.9       95.9       99.3       84.4       92.0       92.1       93.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                              Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    59,027:    38,278     52,784     14,517        127      3,506        750         35          0      1,030      1,685        792:      154        98
Old  :    59,027:    38,278     52,784     14,517        127      3,506        750         35          0      1,030      1,685        792:      154        98
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       846:     1,187        259       -855          0        600         50          0          0         31          0          0:     -167       -13
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.8       89.4       24.6        0.2        5.9        1.3        0.1        0.0        1.7        2.9        1.3:      0.3       0.2
Old  :     100.0:      64.8       89.4       24.6        0.2        5.9        1.3        0.1        0.0        1.7        2.9        1.3:      0.3       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        18         19          5          .          .          .          .          0          .          .          .:
Old  :        35:        18         19          5          .          .          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       79.8       72.2       89.7       45.7       73.9       65.3       79.6
Old  :                 49.6       79.8       72.2       89.7       45.7       73.9       65.3       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    67,045:    50,693     57,104      9,335        295      3,143      1,457      3,165        235      1,366      2,035        601:      215       467
Old  :    67,045:    50,693     57,104      9,335        295      3,143      1,457      3,165        235      1,366      2,035        601:      215       467
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       835:       718        213       -715          0        590        212        -35         15         85         19        -50:      -20        83
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.6       85.2       13.9        0.4        4.7        2.2        4.7        0.4        2.0        3.0        0.9:      0.3       0.7
Old  :     100.0:      75.6       85.2       13.9        0.4        4.7        2.2        4.7        0.4        2.0        3.0        0.9:      0.3       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        20         19          .          .          .          5          .          4          .          .          .:
Old  :        37:        20         19          .          .          .          5          .          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       73.5       75.2       87.2       52.9       67.5       70.6       77.5
Old  :                 54.5       73.5       75.2       87.2       52.9       67.5       70.6       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    25,505:    11,619     23,694     12,920          0        436          0        885          0          0          0          0:      530       490
Old  :    25,505:    11,619     23,694     12,920          0        436          0        885          0          0          0          0:      530       490
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :         0:      -295       -230        -51          0          0          0          0          0          0          0          0:      346       230
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.6       92.9       50.7        0.0        1.7        0.0        3.5        0.0        0.0        0.0        0.0:      2.1       1.9
Old  :     100.0:      45.6       92.9       50.7        0.0        1.7        0.0        3.5        0.0        0.0        0.0        0.0:      2.1       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         13          5          0          .          0          .          0          0          0          0:
Old  :        23:        13         13          5          0          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.3       78.5       87.6       93.4       70.4       74.4       84.5       89.4
Old  :                 72.3       78.5       87.6       93.4       70.4       74.4       84.5       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW for about 368 Hours)                                                                                              :
     :          :    Positions                                                                                                           :
All  :    25,156:    11,730     23,961     12,263          0        545          0        225          0          0          0          0:      618       425
Old  :    25,156:    11,730     23,961     12,263          0        545          0        225          0          0          0          0:      618       425
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :         0:      -260       -240        -50          0          0          0          0          0          0          0          0:      310       240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.6       95.2       48.7        0.0        2.2        0.0        0.9        0.0        0.0        0.0        0.0:      2.5       1.7
Old  :     100.0:      46.6       95.2       48.7        0.0        2.2        0.0        0.9        0.0        0.0        0.0        0.0:      2.5       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         12          5          0          .          0          .          0          0          0          0:
Old  :        22:        13         12          5          0          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.0       85.4       86.7       95.5       69.4       79.0       82.8       87.9
Old  :                 71.0       85.4       86.7       95.5       69.4       79.0       82.8       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    30,262:    24,021     21,325      2,955      5,000        888          0        524        375      1,460      1,197        255:      308       698
Old  :    30,262:    24,021     21,325      2,955      5,000        888          0        524        375      1,460      1,197        255:      308       698
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       145:      -136        160        -95       -125        110          0          0         45         15        -20          0:      206       -25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       70.5        9.8       16.5        2.9        0.0        1.7        1.2        4.8        4.0        0.8:      1.0       2.3
Old  :     100.0:      79.4       70.5        9.8       16.5        2.9        0.0        1.7        1.2        4.8        4.0        0.8:      1.0       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        14         15          .          .          .          0          .          .          .          .          .:
Old  :        28:        14         15          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       57.3       86.2       77.0       63.6       55.1       78.5       73.8
Old  :                 70.6       57.3       86.2       77.0       63.6       55.1       78.5       73.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV                                                                                           Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1MW for about 368 Hours)                                                                                               :
     :          :    Positions                                                                                                           :
All  :    18,611:    14,940     13,839      1,463      1,132        435          0        970          0        685        956        197:      891     1,082
Old  :    18,611:    14,940     13,839      1,463      1,132        435          0        970          0        685        956        197:      891     1,082
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       296:       451       -401          0        -50        115          0          0          0          0        -45         45:     -315       632
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.3       74.4        7.9        6.1        2.3        0.0        5.2        0.0        3.7        5.1        1.1:      4.8       5.8
Old  :     100.0:      80.3       74.4        7.9        6.1        2.3        0.0        5.2        0.0        3.7        5.1        1.1:      4.8       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11          9          .          .          .          0          .          0          .          .          .:
Old  :        22:        11          9          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.4       63.7       89.0       81.1       75.4       59.7       86.5       74.2
Old  :                 75.4       63.7       89.0       81.1       75.4       59.7       86.5       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    60,098:    45,179     29,432      7,349     22,245        491      2,651      5,741        284      2,660        659      1,085:      399       161
Old  :    60,098:    45,179     29,432      7,349     22,245        491      2,651      5,741        284      2,660        659      1,085:      399       161
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       378:       278        214        -31         65       -104        -60         85          0         26         40        -32:      301       110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       49.0       12.2       37.0        0.8        4.4        9.6        0.5        4.4        1.1        1.8:      0.7       0.3
Old  :     100.0:      75.2       49.0       12.2       37.0        0.8        4.4        9.6        0.5        4.4        1.1        1.8:      0.7       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        25         19          4          .          .          .          .          .          .          .          .:
Old  :        41:        25         19          4          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       73.4       69.9       86.8       49.3       62.9       63.4       73.6
Old  :                 53.8       73.4       69.9       86.8       49.3       62.9       63.4       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1MW for about 368 Hours)                                                                                               :
     :          :    Positions                                                                                                           :
All  :    37,288:    31,618     14,222      2,311     18,570      1,105        755      1,413         60        591      1,342        456:      392       120
Old  :    37,288:    31,618     14,222      2,311     18,570      1,105        755      1,413         60        591      1,342        456:      392       120
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :        40:      -145         35         -3          0        -60          0          0          0          0          0          0:      248        65
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       38.1        6.2       49.8        3.0        2.0        3.8        0.2        1.6        3.6        1.2:      1.1       0.3
Old  :     100.0:      84.8       38.1        6.2       49.8        3.0        2.0        3.8        0.2        1.6        3.6        1.2:      1.1       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        21         15          4          .          .          .          .          .          .          .          .:
Old  :        35:        21         15          4          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       69.2       78.2       83.5       54.6       65.3       64.4       72.3
Old  :                 61.6       69.2       78.2       83.5       54.6       65.3       64.4       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                      Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    17,821:     9,210     16,841      6,966          0        645        300        160          0        500         50        125:       75         0
Old  :    17,821:     9,210     16,841      6,966          0        645        300        160          0        500         50        125:       75         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :    -1,138:      -448       -884       -425          0       -150          0        -29          0        -50        -25        -50:      -15         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.7       94.5       39.1        0.0        3.6        1.7        0.9        0.0        2.8        0.3        0.7:      0.4       0.0
Old  :     100.0:      51.7       94.5       39.1        0.0        3.6        1.7        0.9        0.0        2.8        0.3        0.7:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        17         15          .          0          .          .          .          0          .          .          .:
Old  :        32:        17         15          .          0          .          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.5       82.0       81.3       91.9       60.8       75.5       75.1       83.4
Old  :                 64.5       82.0       81.3       91.9       60.8       75.5       75.1       83.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    12,148:     6,926      8,100      2,454      1,900      1,068        140          0          0        240        100        500:      820       480
Old  :    12,148:     6,926      8,100      2,454      1,900      1,068        140          0          0        240        100        500:      820       480
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       -95:      -143       -210          0       -200          0          0          0          0          0          0          0:       48       315
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.0       66.7       20.2       15.6        8.8        1.2        0.0        0.0        2.0        0.8        4.1:      6.8       4.0
Old  :     100.0:      57.0       66.7       20.2       15.6        8.8        1.2        0.0        0.0        2.0        0.8        4.1:      6.8       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12         10          .          .          .          .          0          0          .          .          .:
Old  :        22:        12         10          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       60.8       78.4       82.2       44.0       55.1       64.3       68.9
Old  :                 55.0       60.8       78.4       82.2       44.0       55.1       64.3       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                          Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    11,123:     6,053      7,065      2,392      1,900      1,083        140          0          0        210        100        495:      750       480
Old  :    11,123:     6,053      7,065      2,392      1,900      1,083        140          0          0        210        100        495:      750       480
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :      -125:      -154       -240          0       -200          0          0          0          0          0          0          0:       29       315
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.4       63.5       21.5       17.1        9.7        1.3        0.0        0.0        1.9        0.9        4.5:      6.7       4.3
Old  :     100.0:      54.4       63.5       21.5       17.1        9.7        1.3        0.0        0.0        1.9        0.9        4.5:      6.7       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        10          9          .          .          .          .          0          0          .          .          .:
Old  :        22:        10          9          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       61.4       79.3       83.0       47.3       55.5       63.3       70.8
Old  :                 59.2       61.4       79.3       83.0       47.3       55.5       63.3       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    36,525:    20,295     30,870     12,325          0        295        200          0          0        950      3,190      2,035:      425       135
Old  :    36,525:    20,295     30,870     12,325          0        295        200          0          0        950      3,190      2,035:      425       135
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     1,120:      -220      1,045      1,140          0        -60          0          0          0          0          0          0:      260       135
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.6       84.5       33.7        0.0        0.8        0.5        0.0        0.0        2.6        8.7        5.6:      1.2       0.4
Old  :     100.0:      55.6       84.5       33.7        0.0        0.8        0.5        0.0        0.0        2.6        8.7        5.6:      1.2       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         12          .          0          .          .          0          0          .          4          .:
Old  :        31:        17         12          .          0          .          .          0          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.9       63.5       83.0       89.3       66.2       57.8       74.8       76.7
Old  :                 68.9       63.5       83.0       89.3       66.2       57.8       74.8       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    36,770:    20,995     31,245     11,370          0        400        200          0          0        975      3,015      2,005:      825       105
Old  :    36,770:    20,995     31,245     11,370          0        400        200          0          0        975      3,015      2,005:      825       105
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     1,190:      -205      1,160        785          0        -75          0          0          0         25          0          0:      660       105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.1       85.0       30.9        0.0        1.1        0.5        0.0        0.0        2.7        8.2        5.5:      2.2       0.3
Old  :     100.0:      57.1       85.0       30.9        0.0        1.1        0.5        0.0        0.0        2.7        8.2        5.5:      2.2       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         13          .          0          .          .          0          0          .          4          .:
Old  :        31:        17         13          .          0          .          .          0          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       64.9       79.8       89.8       62.9       57.6       71.4       77.2
Old  :                 65.6       64.9       79.8       89.8       62.9       57.6       71.4       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   118,786:    84,113     95,756     22,216      4,106      8,247        150      1,679        760      1,205      4,663      1,430:      665     2,145
Old  :   118,786:    84,113     95,756     22,216      4,106      8,247        150      1,679        760      1,205      4,663      1,430:      665     2,145
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     1,388:     1,098     -1,635         65      1,189       -231          0          0          0       -125          1         -1:      582     2,065
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.8       80.6       18.7        3.5        6.9        0.1        1.4        0.6        1.0        3.9        1.2:      0.6       1.8
Old  :     100.0:      70.8       80.6       18.7        3.5        6.9        0.1        1.4        0.6        1.0        3.9        1.2:      0.6       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        32         29          4          .          .          .          .          .          5          5          4:
Old  :        57:        32         29          4          .          .          .          .          .          5          5          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       51.7       59.7       71.1       36.8       46.9       54.5       58.5
Old  :                 40.7       51.7       59.7       71.1       36.8       46.9       54.5       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :352 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   131,022:    91,033    109,454     23,472          0      9,714         76      1,534      2,373      1,399      4,015      2,555:      400     1,377
Old  :   131,022:    91,033    109,454     23,472          0      9,714         76      1,534      2,373      1,399      4,015      2,555:      400     1,377
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     1,199:       933       -956       -941        -17        834          2        188        -82        151        -39        -26:      328     1,297
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.5       83.5       17.9        0.0        7.4        0.1        1.2        1.8        1.1        3.1        2.0:      0.3       1.1
Old  :     100.0:      69.5       83.5       17.9        0.0        7.4        0.1        1.2        1.8        1.1        3.1        2.0:      0.3       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        36         28          6          0          5          .          .          4          5          7          5:
Old  :        60:        36         28          6          0          5          .          .          4          5          7          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       54.0       55.1       73.2       31.1       50.1       48.2       64.0
Old  :                 33.6       54.0       55.1       73.2       31.1       50.1       48.2       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                            Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   543,729:   302,330    373,775     51,911      4,230     89,973     17,408     10,346     34,132     24,525      5,371     22,048:    1,403     3,854
Old  :   543,729:   302,330    373,775     51,911      4,230     89,973     17,408     10,346     34,132     24,525      5,371     22,048:    1,403     3,854
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :    10,100:     6,586      2,844     -2,063       -132      1,172       -400      1,740      2,004      2,928       -250       -522:      395     3,243
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.6       68.7        9.5        0.8       16.5        3.2        1.9        6.3        4.5        1.0        4.1:      0.3       0.7
Old  :     100.0:      55.6       68.7        9.5        0.8       16.5        3.2        1.9        6.3        4.5        1.0        4.1:      0.3       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        93:        44         37          .          .          5         10          8         12         17          6         20:
Old  :        93:        44         37          .          .          5         10          8         12         17          6         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       37.5       60.2       58.4       14.0       16.2       18.7       21.3
Old  :                 42.3       37.5       60.2       58.4       14.0       16.2       18.7       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,068:     9,614     14,430      1,082        106      1,297        961          0        665      3,157          0         50:      242       520
Old  :    17,068:     9,614     14,430      1,082        106      1,297        961          0        665      3,157          0         50:      242       520
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :         0:       -90       -460          0          0          0          0          0          0        -37          0          0:      127       460
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.3       84.5        6.3        0.6        7.6        5.6        0.0        3.9       18.5        0.0        0.3:      1.4       3.0
Old  :     100.0:      56.3       84.5        6.3        0.6        7.6        5.6        0.0        3.9       18.5        0.0        0.3:      1.4       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13          9          .          .          .          .          0          .          .          0          .:
Old  :        26:        13          9          .          .          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       74.5       76.4       91.6       54.1       64.2       69.2       74.0
Old  :                 57.9       74.5       76.4       91.6       54.1       64.2       69.2       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    13,636:     6,912     11,225      1,474        145      1,141        140        300        365      3,414          0          0:      190       460
Old  :    13,636:     6,912     11,225      1,474        145      1,141        140        300        365      3,414          0          0:      190       460
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :         0:       -75       -460          0          0          0          0          0          0          0          0          0:       75       460
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.7       82.3       10.8        1.1        8.4        1.0        2.2        2.7       25.0        0.0        0.0:      1.4       3.4
Old  :     100.0:      50.7       82.3       10.8        1.1        8.4        1.0        2.2        2.7       25.0        0.0        0.0:      1.4       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        13          9          .          .          .          .          .          .          .          0          0:
Old  :        25:        13          9          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       70.9       82.8       90.2       56.0       60.7       70.4       72.3
Old  :                 58.8       70.9       82.8       90.2       56.0       60.7       70.4       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV                                                                                          Code-0643IB
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    13,275:    10,685     10,145      1,045          0          0        200        435        145        160      1,560        510:      530       480
Old  :    13,275:    10,685     10,145      1,045          0          0        200        435        145        160      1,560        510:      530       480
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     2,460:     3,680      1,180       -125          0          0       -320        145       -310       -735      1,040        350:      -80        55
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.5       76.4        7.9        0.0        0.0        1.5        3.3        1.1        1.2       11.8        3.8:      4.0       3.6
Old  :     100.0:      80.5       76.4        7.9        0.0        0.0        1.5        3.3        1.1        1.2       11.8        3.8:      4.0       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        20         18          .          0          0          .          .          .          .          6          .:
Old  :        35:        20         18          .          0          0          .          .          .          .          6          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       52.8       72.6       70.9       49.6       47.4       63.6       61.4
Old  :                 52.7       52.8       72.6       70.9       49.6       47.4       63.6       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                                                                                            Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1MW for about 352 Hours)                                                                                               :
     :          :    Positions                                                                                                           :
All  :    15,818:    12,647     14,319        857         51        164        350          0          0      1,545        997        255:        0        32
Old  :    15,818:    12,647     14,319        857         51        164        350          0          0      1,545        997        255:        0        32
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       294:       329        291          0          0          0          0          0          0        -25          0          0:      -10         3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.0       90.5        5.4        0.3        1.0        2.2        0.0        0.0        9.8        6.3        1.6:      0.0       0.2
Old  :     100.0:      80.0       90.5        5.4        0.3        1.0        2.2        0.0        0.0        9.8        6.3        1.6:      0.0       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        14         22          .          .          .          .          0          0          .          .          .:
Old  :        38:        14         22          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.7       61.4       90.0       76.8       76.4       60.2       84.4       74.7
Old  :                 79.7       61.4       90.0       76.8       76.4       60.2       84.4       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                                                              Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    90,173:    64,702     65,862     16,571     11,356      1,440          0      4,055          0          0          0          0:    7,460     7,460
Old  :    90,173:    64,702     65,862     16,571     11,356      1,440          0      4,055          0          0          0          0:    7,460     7,460
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       650:       600        720        120          0          0          0          0          0          0          0          0:      -70       -70
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.8       73.0       18.4       12.6        1.6        0.0        4.5        0.0        0.0        0.0        0.0:      8.3       8.3
Old  :     100.0:      71.8       73.0       18.4       12.6        1.6        0.0        4.5        0.0        0.0        0.0        0.0:      8.3       8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         19          .          .          .          0          .          0          0          0          0:
Old  :        28:        15         19          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.8       54.2       85.8       78.4       74.6       52.0       81.1       74.0
Old  :                 76.8       54.2       85.8       78.4       74.6       52.0       81.1       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                                                                                             Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    75,099:    54,640     53,324     12,949      9,685      1,465          0      4,580          0          0          0          0:    6,045     6,045
Old  :    75,099:    54,640     53,324     12,949      9,685      1,465          0      4,580          0          0          0          0:    6,045     6,045
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       600:       600        720        120          0          0          0          0          0          0          0          0:     -120      -120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.8       71.0       17.2       12.9        2.0        0.0        6.1        0.0        0.0        0.0        0.0:      8.0       8.0
Old  :     100.0:      72.8       71.0       17.2       12.9        2.0        0.0        6.1        0.0        0.0        0.0        0.0:      8.0       8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         18          .          .          .          0          .          0          0          0          0:
Old  :        27:        17         18          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.2       57.3       86.2       78.9       75.2       55.0       80.0       74.2
Old  :                 76.2       57.3       86.2       78.9       75.2       55.0       80.0       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                                                                                                   Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    25,930:     6,780     16,640      9,640          0      4,425        350        990          0      1,150          0          0:    3,585     3,875
Old  :    25,930:     6,780     16,640      9,640          0      4,425        350        990          0      1,150          0          0:    3,585     3,875
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.1       64.2       37.2        0.0       17.1        1.3        3.8        0.0        4.4        0.0        0.0:     13.8      14.9
Old  :     100.0:      26.1       64.2       37.2        0.0       17.1        1.3        3.8        0.0        4.4        0.0        0.0:     13.8      14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11         11          .          0          .          .          .          0          .          0          0:
Old  :        21:        11         11          .          0          .          .          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.3       46.7       78.8       73.8       43.2       45.4       50.7       55.0
Old  :                 66.3       46.7       78.8       73.8       43.2       45.4       50.7       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                                                                                                       Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    61,025:    34,685     22,560      6,671     24,086        780     11,620      5,640      3,745          0        960          0:    3,524     3,254
Old  :    61,025:    34,685     22,560      6,671     24,086        780     11,620      5,640      3,745          0        960          0:    3,524     3,254
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     1,200:     1,190      1,100         10          0          0          0        100          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.8       37.0       10.9       39.5        1.3       19.0        9.2        6.1        0.0        1.6        0.0:      5.8       5.3
Old  :     100.0:      56.8       37.0       10.9       39.5        1.3       19.0        9.2        6.1        0.0        1.6        0.0:      5.8       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        17         16          .          .          .          .          .          .          0          .          0:
Old  :        26:        17         16          .          .          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       69.8       80.6       83.7       47.2       64.5       64.2       71.9
Old  :                 60.6       69.8       80.6       83.7       47.2       64.5       64.2       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                                                                                                      Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    41,274:    23,097     18,213      9,461     13,190        660      2,365      3,430      3,015          0        360        300:    2,376     2,106
Old  :    41,274:    23,097     18,213      9,461     13,190        660      2,365      3,430      3,015          0        360        300:    2,376     2,106
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     1,440:     1,450      1,440        -10          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.0       44.1       22.9       32.0        1.6        5.7        8.3        7.3        0.0        0.9        0.7:      5.8       5.1
Old  :     100.0:      56.0       44.1       22.9       32.0        1.6        5.7        8.3        7.3        0.0        0.9        0.7:      5.8       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        15         16          .          .          .          .          .          .          0          .          .:
Old  :        24:        15         16          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       66.5       86.5       83.6       55.3       63.9       68.1       69.4
Old  :                 67.6       66.5       86.5       83.6       55.3       63.9       68.1       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                                                                                                       Code-064CZS
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    22,526:    13,260     12,798      5,170      2,472        555          0      3,340      1,800          0          0          0:    1,741     1,561
Old  :    22,526:    13,260     12,798      5,170      2,472        555          0      3,340      1,800          0          0          0:    1,741     1,561
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.9       56.8       23.0       11.0        2.5        0.0       14.8        8.0        0.0        0.0        0.0:      7.7       6.9
Old  :     100.0:      58.9       56.8       23.0       11.0        2.5        0.0       14.8        8.0        0.0        0.0        0.0:      7.7       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        15         12          .          .          .          0          .          .          0          0          0:
Old  :        21:        15         12          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       64.1       75.9       85.1       47.6       54.7       59.2       64.5
Old  :                 51.7       64.1       75.9       85.1       47.6       54.7       59.2       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    97,280:    60,195     33,225          0     36,430      4,225     12,380      1,450      1,165          0      1,425      1,185:   18,130    18,175
Old  :    97,280:    60,195     33,225          0     36,430      4,225     12,380      1,450      1,165          0      1,425      1,185:   18,130    18,175
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       -50:      -840        160          0        910       -660        900          0        -10          0     -1,010        560:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.9       34.2        0.0       37.4        4.3       12.7        1.5        1.2        0.0        1.5        1.2:     18.6      18.7
Old  :     100.0:      61.9       34.2        0.0       37.4        4.3       12.7        1.5        1.2        0.0        1.5        1.2:     18.6      18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        18         19          0          .          .          .          .          .          0          .          .:
Old  :        28:        18         19          0          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       49.5       71.3       65.1       51.7       47.4       58.4       54.2
Old  :                 55.5       49.5       71.3       65.1       51.7       47.4       58.4       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    93,045:    57,600     32,775          0     32,695      4,130     13,335      1,450      1,055          0      3,945        525:   16,400    16,470
Old  :    93,045:    57,600     32,775          0     32,695      4,130     13,335      1,450      1,055          0      3,945        525:   16,400    16,470
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :      -660:    -1,005        195          0        660       -510        900          0          0          0       -960        105:     -150      -150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.9       35.2        0.0       35.1        4.4       14.3        1.6        1.1        0.0        4.2        0.6:     17.6      17.7
Old  :     100.0:      61.9       35.2        0.0       35.1        4.4       14.3        1.6        1.1        0.0        4.2        0.6:     17.6      17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        17         19          0          .          .          .          .          .          0          .          .:
Old  :        29:        17         19          0          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       46.4       72.3       66.0       49.6       43.2       56.9       53.4
Old  :                 52.6       46.4       72.3       66.0       49.6       43.2       56.9       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,553:    14,071      4,153          0        998        766      2,355      9,090        505        875      3,925        490:    4,491     3,626
Old  :    23,553:    14,071      4,153          0        998        766      2,355      9,090        505        875      3,925        490:    4,491     3,626
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.7       17.6        0.0        4.2        3.3       10.0       38.6        2.1        3.7       16.7        2.1:     19.1      15.4
Old  :     100.0:      59.7       17.6        0.0        4.2        3.3       10.0       38.6        2.1        3.7       16.7        2.1:     19.1      15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        15          8          0          .          .          .          .          .          .          .          .:
Old  :        24:        15          8          0          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       67.0       60.9       77.1       36.6       60.3       58.1       68.8
Old  :                 38.1       67.0       60.9       77.1       36.6       60.3       58.1       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    22,908:    13,376      4,213          0      1,713        633      2,355      8,590        535        875      3,010        930:    4,204     3,284
Old  :    22,908:    13,376      4,213          0      1,713        633      2,355      8,590        535        875      3,010        930:    4,204     3,284
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.4       18.4        0.0        7.5        2.8       10.3       37.5        2.3        3.8       13.1        4.1:     18.4      14.3
Old  :     100.0:      58.4       18.4        0.0        7.5        2.8       10.3       37.5        2.3        3.8       13.1        4.1:     18.4      14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        15          8          0          .          .          .          .          .          .          .          .:
Old  :        24:        15          8          0          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       68.1       59.4       79.0       35.5       59.6       56.5       68.9
Old  :                 37.7       68.1       59.4       79.0       35.5       59.6       56.5       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    72,352:    19,733     61,810     13,812      8,625         35     27,625          0          0      9,340          0          0:    1,807     1,882
Old  :    72,352:    19,733     61,810     13,812      8,625         35     27,625          0          0      9,340          0          0:    1,807     1,882
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       450:       205        570        400          0          0          0          0          0          0          0          0:     -155      -120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.3       85.4       19.1       11.9        0.0       38.2        0.0        0.0       12.9        0.0        0.0:      2.5       2.6
Old  :     100.0:      27.3       85.4       19.1       11.9        0.0       38.2        0.0        0.0       12.9        0.0        0.0:      2.5       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         11          .          .          .          .          0          0          .          0          0:
Old  :        23:        11         11          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.8       88.5       93.3       95.1       74.7       85.7       92.3       91.7
Old  :                 74.8       88.5       93.3       95.1       74.7       85.7       92.3       91.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    72,180:    20,415     61,935     14,190      8,130         70     27,225          0          0      8,640          0          0:    1,640     2,045
Old  :    72,180:    20,415     61,935     14,190      8,130         70     27,225          0          0      8,640          0          0:    1,640     2,045
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :        50:        50         50          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.3       85.8       19.7       11.3        0.1       37.7        0.0        0.0       12.0        0.0        0.0:      2.3       2.8
Old  :     100.0:      28.3       85.8       19.7       11.3        0.1       37.7        0.0        0.0       12.0        0.0        0.0:      2.3       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11          9          .          .          .          .          0          0          .          0          0:
Old  :        20:        11          9          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.7       92.0       94.1       96.5       74.6       90.8       93.9       94.3
Old  :                 74.7       92.0       94.1       96.5       74.6       90.8       93.9       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    61,325:    20,905     54,985      9,370      1,730      1,875      5,650         80         50     20,570          0        140:    2,765     2,465
Old  :    61,325:    20,905     54,985      9,370      1,730      1,875      5,650         80         50     20,570          0        140:    2,765     2,465
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       -75:         0        -75          0          0          0          0          0          0        -75          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.1       89.7       15.3        2.8        3.1        9.2        0.1        0.1       33.5        0.0        0.2:      4.5       4.0
Old  :     100.0:      34.1       89.7       15.3        2.8        3.1        9.2        0.1        0.1       33.5        0.0        0.2:      4.5       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        14         10          .          .          .          .          .          .          .          0          .:
Old  :        27:        14         10          .          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       83.9       80.0       94.6       57.9       83.5       77.7       90.3
Old  :                 60.2       83.9       80.0       94.6       57.9       83.5       77.7       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    52,035:    20,215     45,975      9,750      2,090      1,110      5,650         80         50     12,380          0        490:    2,390     2,240
Old  :    52,035:    20,215     45,975      9,750      2,090      1,110      5,650         80         50     12,380          0        490:    2,390     2,240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       -75:         0        -75          0          0          0          0          0          0        -75          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.8       88.4       18.7        4.0        2.1       10.9        0.2        0.1       23.8        0.0        0.9:      4.6       4.3
Old  :     100.0:      38.8       88.4       18.7        4.0        2.1       10.9        0.2        0.1       23.8        0.0        0.9:      4.6       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15         10          .          .          .          .          .          .          .          0          .:
Old  :        27:        15         10          .          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       81.3       78.7       93.4       53.2       80.7       76.5       90.0
Old  :                 55.5       81.3       78.7       93.4       53.2       80.7       76.5       90.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                                                                                                          Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    18,600:    10,215     10,190      1,320          0        780         95      3,225          0      2,185        860        530:    3,475     3,015
Old  :    18,600:    10,215     10,190      1,320          0        780         95      3,225          0      2,185        860        530:    3,475     3,015
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.9       54.8        7.1        0.0        4.2        0.5       17.3        0.0       11.7        4.6        2.8:     18.7      16.2
Old  :     100.0:      54.9       54.8        7.1        0.0        4.2        0.5       17.3        0.0       11.7        4.6        2.8:     18.7      16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9          8          .          0          .          .          .          0          .          .          .:
Old  :        20:         9          8          .          0          .          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       64.8       72.4       81.5       45.6       64.8       66.8       75.6
Old  :                 48.6       64.8       72.4       81.5       45.6       64.8       66.8       75.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    69,870:    37,070     38,290      4,115          0      2,765      2,495     19,900        840     15,405      1,250      1,270:    5,910     5,555
Old  :    69,870:    37,070     38,290      4,115          0      2,765      2,495     19,900        840     15,405      1,250      1,270:    5,910     5,555
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       150:       -15         25       -250          0        175          0          0          0        290          0          0:      -50       -50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.1       54.8        5.9        0.0        4.0        3.6       28.5        1.2       22.0        1.8        1.8:      8.5       8.0
Old  :     100.0:      53.1       54.8        5.9        0.0        4.0        3.6       28.5        1.2       22.0        1.8        1.8:      8.5       8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        14         13          .          0          .          .          .          .          .          .          .:
Old  :        31:        14         13          .          0          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       69.6       74.5       82.8       56.9       68.3       69.1       78.6
Old  :                 62.0       69.6       74.5       82.8       56.9       68.3       69.1       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    64,330:    36,785     33,510      3,740          0      2,915      2,295     19,900        840     11,745      1,250      1,270:    4,740     4,645
Old  :    64,330:    36,785     33,510      3,740          0      2,915      2,295     19,900        840     11,745      1,250      1,270:    4,740     4,645
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       150:       -15         25       -250          0        175          0          0          0        290          0          0:      -50       -50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.2       52.1        5.8        0.0        4.5        3.6       30.9        1.3       18.3        1.9        2.0:      7.4       7.2
Old  :     100.0:      57.2       52.1        5.8        0.0        4.5        3.6       30.9        1.3       18.3        1.9        2.0:      7.4       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        14         13          .          0          .          .          .          .          .          .          .:
Old  :        31:        14         13          .          0          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       71.8       72.7       83.0       54.4       70.3       66.2       78.4
Old  :                 60.1       71.8       72.7       83.0       54.4       70.3       66.2       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    65,927:    38,588     23,701          0     18,582         90     17,720        185      3,855         50     13,960      2,005:    3,619     3,549
Old  :    65,927:    38,588     23,701          0     18,582         90     17,720        185      3,855         50     13,960      2,005:    3,619     3,549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     1,260:       710        720          0       -200          0         60          0        240          0        250          0:      250       250
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.5       36.0        0.0       28.2        0.1       26.9        0.3        5.8        0.1       21.2        3.0:      5.5       5.4
Old  :     100.0:      58.5       36.0        0.0       28.2        0.1       26.9        0.3        5.8        0.1       21.2        3.0:      5.5       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         12          0          .          .          .          .          .          .          .          .:
Old  :        30:        19         12          0          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       70.4       74.4       87.9       50.9       64.7       67.8       77.4
Old  :                 55.2       70.4       74.4       87.9       50.9       64.7       67.8       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    55,505:    36,988     20,710          0     15,938         90      9,420        210      3,880         50      9,850      2,250:    2,827     2,577
Old  :    55,505:    36,988     20,710          0     15,938         90      9,420        210      3,880         50      9,850      2,250:    2,827     2,577
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     1,260:       760        770          0       -200          0         10          0        240          0        200          0:      250       250
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.6       37.3        0.0       28.7        0.2       17.0        0.4        7.0        0.1       17.7        4.1:      5.1       4.6
Old  :     100.0:      66.6       37.3        0.0       28.7        0.2       17.0        0.4        7.0        0.1       17.7        4.1:      5.1       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         12          0          .          .          .          .          .          .          .          .:
Old  :        30:        19         12          0          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       65.1       75.6       87.5       42.4       56.7       60.0       68.0
Old  :                 49.4       65.1       75.6       87.5       42.4       56.7       60.0       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                                                                    Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   194,363:   107,795     86,382     16,135        260      8,290        145     23,053     10,050      1,250     15,505      2,265:   48,433    48,558
Old  :   194,363:   107,795     86,382     16,135        260      8,290        145     23,053     10,050      1,250     15,505      2,265:   48,433    48,558
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       350:       575        -80        -50          0        -95          0        660        240          0        -35        -40:     -280      -300
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       44.4        8.3        0.1        4.3        0.1       11.9        5.2        0.6        8.0        1.2:     24.9      25.0
Old  :     100.0:      55.5       44.4        8.3        0.1        4.3        0.1       11.9        5.2        0.6        8.0        1.2:     24.9      25.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        26         28          .          .          .          .          .          .          .          4          .:
Old  :        43:        26         28          .          .          .          .          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       38.5       61.0       53.8       40.2       37.1       48.5       46.1
Old  :                 45.7       38.5       61.0       53.8       40.2       37.1       48.5       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                                                                   Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   154,306:    80,415     77,141     19,149          0      3,090          0     14,348      9,310      1,305      9,255      2,505:   38,532    38,657
Old  :   154,306:    80,415     77,141     19,149          0      3,090          0     14,348      9,310      1,305      9,255      2,505:   38,532    38,657
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       230:       310       -245         50          0       -150          0        610        240       -240       -225        185:     -165      -185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.1       50.0       12.4        0.0        2.0        0.0        9.3        6.0        0.8        6.0        1.6:     25.0      25.1
Old  :     100.0:      52.1       50.0       12.4        0.0        2.0        0.0        9.3        6.0        0.8        6.0        1.6:     25.0      25.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        25         27          .          0          .          0          4          .          .          .          .:
Old  :        43:        25         27          .          0          .          0          4          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       33.7       57.5       49.3       36.8       26.9       42.7       39.3
Old  :                 43.5       33.7       57.5       49.3       36.8       26.9       42.7       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                                                                                                   Code-064FJY
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,590:     8,745     18,725      9,425      1,005      2,220      2,100        300          0          0          0          0:    1,100     1,340
Old  :    23,590:     8,745     18,725      9,425      1,005      2,220      2,100        300          0          0          0          0:    1,100     1,340
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :        15:      -275       -300          0         25          0          0          0          0          0          0          0:      290       290
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.1       79.4       40.0        4.3        9.4        8.9        1.3        0.0        0.0        0.0        0.0:      4.7       5.7
Old  :     100.0:      37.1       79.4       40.0        4.3        9.4        8.9        1.3        0.0        0.0        0.0        0.0:      4.7       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11         11          .          .          .          .          .          0          0          0          0:
Old  :        21:        11         11          .          .          .          .          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.4       80.2       86.9       90.8       60.3       77.2       78.8       81.7
Old  :                 68.4       80.2       86.9       90.8       60.3       77.2       78.8       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    70,721:    28,540     38,795     17,246      5,341      9,600      1,880          0      8,815          0      3,640          0:    4,640     4,530
Old  :    70,721:    28,540     38,795     17,246      5,341      9,600      1,880          0      8,815          0      3,640          0:    4,640     4,530
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       470:       350        150        -55         95        100          0          0          0          0         50          0:       75        75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.4       54.9       24.4        7.6       13.6        2.7        0.0       12.5        0.0        5.1        0.0:      6.6       6.4
Old  :     100.0:      40.4       54.9       24.4        7.6       13.6        2.7        0.0       12.5        0.0        5.1        0.0:      6.6       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        12         16          .          .          .          .          0          .          0          .          0:
Old  :        26:        12         16          .          .          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.7       50.6       81.5       73.7       41.8       38.4       51.7       49.4
Old  :                 61.7       50.6       81.5       73.7       41.8       38.4       51.7       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    60,717:    25,552     30,345     10,826      4,903      6,774      1,655          0      9,065          0      3,040          0:    6,845     6,590
Old  :    60,717:    25,552     30,345     10,826      4,903      6,774      1,655          0      9,065          0      3,040          0:    6,845     6,590
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       380:       350          0          0        350        -95          0          0          0          0          0          0:      125       125
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.1       50.0       17.8        8.1       11.2        2.7        0.0       14.9        0.0        5.0        0.0:     11.3      10.9
Old  :     100.0:      42.1       50.0       17.8        8.1       11.2        2.7        0.0       14.9        0.0        5.0        0.0:     11.3      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        14         16          .          .          .          .          0          .          0          .          0:
Old  :        25:        14         16          .          .          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       51.9       70.8       72.1       34.6       34.8       44.4       47.4
Old  :                 52.3       51.9       70.8       72.1       34.6       34.8       44.4       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    46,037:    21,892     21,895      1,038      6,710      5,327      6,525      2,185      5,565        840          0        840:    4,010     3,515
Old  :    46,037:    21,892     21,895      1,038      6,710      5,327      6,525      2,185      5,565        840          0        840:    4,010     3,515
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :       300:       250         50       -200          0        250          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.6       47.6        2.3       14.6       11.6       14.2        4.7       12.1        1.8        0.0        1.8:      8.7       7.6
Old  :     100.0:      47.6       47.6        2.3       14.6       11.6       14.2        4.7       12.1        1.8        0.0        1.8:      8.7       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         15          .          .          .          .          .          .          .          0          .:
Old  :        26:        14         15          .          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       49.4       74.0       70.2       33.5       32.7       41.8       44.5
Old  :                 52.2       49.4       74.0       70.2       33.5       32.7       41.8       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    51,540:    15,545     32,090          0      4,440      4,805     22,420      2,455      3,475        840          0        840:    3,615     3,435
Old  :    51,540:    15,545     32,090          0      4,440      4,805     22,420      2,455      3,475        840          0        840:    3,615     3,435
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :        50:         0         50          0        -50         50          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.2       62.3        0.0        8.6        9.3       43.5        4.8        6.7        1.6        0.0        1.6:      7.0       6.7
Old  :     100.0:      30.2       62.3        0.0        8.6        9.3       43.5        4.8        6.7        1.6        0.0        1.6:      7.0       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         15          0          .          .          .          .          .          .          0          .:
Old  :        23:        13         15          0          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       47.7       85.8       70.4       55.3       32.2       58.1       49.8
Old  :                 73.7       47.7       85.8       70.4       55.3       32.2       58.1       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                                                                    Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   182,580:    95,703    108,822      8,374      3,705     28,904      6,875      2,270      7,900      3,150          0          0:   31,674    30,979
Old  :   182,580:    95,703    108,822      8,374      3,705     28,904      6,875      2,270      7,900      3,150          0          0:   31,674    30,979
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :     3,149:     3,641      4,349        848         73       -795        100          0          0          0          0          0:     -645      -478
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.4       59.6        4.6        2.0       15.8        3.8        1.2        4.3        1.7        0.0        0.0:     17.3      17.0
Old  :     100.0:      52.4       59.6        4.6        2.0       15.8        3.8        1.2        4.3        1.7        0.0        0.0:     17.3      17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        25         27          .          .          .          .          .          .          .          0          0:
Old  :        37:        25         27          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       48.4       58.1       66.1       24.4       29.4       31.5       32.5
Old  :                 41.6       48.4       58.1       66.1       24.4       29.4       31.5       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                                                                   Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   122,870:    69,530     65,407      3,140     14,018     17,100      5,190        865      8,195      2,460          0          0:   17,255    17,285
Old  :   122,870:    69,530     65,407      3,140     14,018     17,100      5,190        865      8,195      2,460          0          0:   17,255    17,285
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2020                                                                    :
     :        50:       515       -290         20        825       -220          0          0          0          0          0          0:     -265      -265
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.6       53.2        2.6       11.4       13.9        4.2        0.7        6.7        2.0        0.0        0.0:     14.0      14.1
Old  :     100.0:      56.6       53.2        2.6       11.4       13.9        4.2        0.7        6.7        2.0        0.0        0.0:     14.0      14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        22         24          .          .          .          .          .          .          .          0          0:
Old  :        32:        22         24          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       44.8       63.4       63.8       23.3       30.7       33.0       36.7
Old  :                 39.3       44.8       63.4       63.8       23.3       30.7       33.0       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 07, 2020