Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                         :
CFTC Code #024656                                                    Open Interest is    19,312                :
: Positions                                                                                                    :
:   13,838    11,220       787       183     1,263       510     1,555       180       384     2,709     1,348 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:      601       648        64       -38       -45         0       160         0       -33       -85      -455 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      58.1       4.1       0.9       6.5       2.6       8.1       0.9       2.0      14.0       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        13         .         .         4         .         .         .         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                        :
CFTC Code #064363                                                    Open Interest is    22,363                :
: Positions                                                                                                    :
:   11,705    11,373       723     1,673     3,834     1,641       705     1,541       833     1,441     1,550 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,444    -1,019        60    -1,118       -80      -298      -185        32       -49      -149        58 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.3      50.9       3.2       7.5      17.1       7.3       3.2       6.9       3.7       6.4       6.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       17        19         .         .         .         .         4         4         5         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    41,160                :
: Positions                                                                                                    :
:   27,611    35,197     5,337         0     2,123         0       978       362     4,245     1,005     1,480 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -169       956        75         0        37         0      -490       316       275      -300       435 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      85.5      13.0       0.0       5.2       0.0       2.4       0.9      10.3       2.4       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        20         .         0         .         0         .         .         4         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is    29,756                :
: Positions                                                                                                    :
:   23,106    25,138       470       952     1,637         0       476       453     3,125       375       725 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:      175       475       -25         0         0         0         0         0       150      -175       250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      84.5       1.6       3.2       5.5       0.0       1.6       1.5      10.5       1.3       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        18         .         .         .         0         .         .         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                             :
CFTC Code #064394                                                    Open Interest is   137,604                :
: Positions                                                                                                    :
:  116,223    87,392     3,220    25,068     4,681     2,526     5,343     6,080     1,121     5,429     3,535 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -3,338    -4,166       748     3,642    -2,067        87       -31        52      -181       416      -379 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      63.5       2.3      18.2       3.4       1.8       3.9       4.4       0.8       3.9       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       27        30         .         .         4         .         6         4         .         8         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    71,882                :
: Positions                                                                                                    :
:   57,644    54,251     4,835     7,565     4,238       325     1,906     1,919     2,288     1,350       633 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -3,959    -3,408      -500    -1,215       412         0        63      -115      -300      -200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      75.5       6.7      10.5       5.9       0.5       2.7       2.7       3.2       1.9       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        21         .         .         .         .         4         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                         :
CFTC Code #064396                                                    Open Interest is    33,860                :
: Positions                                                                                                    :
:   30,962    22,885       958     8,960       840         0       600         0       575        50       525 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,016      -850      -138        70       240         0         0         0       300       -74       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.4      67.6       2.8      26.5       2.5       0.0       1.8       0.0       1.7       0.1       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10        13         .         .         .         0         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                     :
CFTC Code #06439A                                                    Open Interest is    59,156                :
: Positions                                                                                                    :
:   32,945    23,525       518    25,678     3,738    15,800       160        50     1,131     1,187     4,805 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,653    -1,396       -67       348    -1,055        63        50      -168        33      -100       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      39.8       0.9      43.4       6.3      26.7       0.3       0.1       1.9       2.0       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        17         .         4         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV   800MWh                                                 :
CFTC Code #06439B                                                    Open Interest is    80,368                :
: Positions                                                                                                    :
:   45,587    26,184         0    41,699     5,610    24,572     1,285        50     1,449     2,624     2,859 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,503    -2,695         0       708      -274      -115        25      -285       370       647      -611 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      32.6       0.0      51.9       7.0      30.6       1.6       0.1       1.8       3.3       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       21        21         0         4         4         5         4         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    71,078                :
: Positions                                                                                                    :
:   54,328    45,897     9,489    20,155     2,193       450        25         0     1,745       345     2,158 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -788    -4,584    -1,385     1,604      -102      -250         0         0      -160      -102         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      64.6      13.4      28.4       3.1       0.6       0.0       0.0       2.5       0.5       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        19         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is    87,147                :
: Positions                                                                                                    :
:   62,977    49,941    17,715    33,083       702       450         0         0     1,795       484     2,700 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -2,693    -5,174    -2,383      -796      -147      -250         0         0      -263      -172         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      57.3      20.3      38.0       0.8       0.5       0.0       0.0       2.1       0.6       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        22         4         .         4         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439K                                                    Open Interest is    43,553                :
: Positions                                                                                                    :
:   28,123    39,826    11,604         0     2,924         0         0         0       250       170       230 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,455      -882       600         0      -500         0         0         0       -75       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.6      91.4      26.6       0.0       6.7       0.0       0.0       0.0       0.6       0.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        15         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                  :
CFTC Code #06439L                                                    Open Interest is    25,597                :
: Positions                                                                                                    :
:   22,812    16,598         0     6,258     1,800         0       600         0       460       341         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -870    -1,176         0       258      -356         0         0         0         0        35       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.1      64.8       0.0      24.4       7.0       0.0       2.3       0.0       1.8       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        16         0         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                                 :
CFTC Code #06439R                                                    Open Interest is    89,445                :
: Positions                                                                                                    :
:   55,544    65,799       320    11,291     8,206     9,541       161       550    12,668     1,061     2,207 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -2,739    -2,015         0       416      -995      -179    -1,095    -1,389       425       173      -204 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      73.6       0.4      12.6       9.2      10.7       0.2       0.6      14.2       1.2       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       31        30         .         .         .         9         .         5        12         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643A8                                                    Open Interest is    39,212                :
: Positions                                                                                                    :
:   28,050    29,994         0     6,260     1,896       100       199         1     8,635       300       250 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,724    -1,540         0      -109         0      -100      -301         1      -131         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      76.5       0.0      16.0       4.8       0.3       0.5       0.0      22.0       0.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        18         0         .         .         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    49,282                :
: Positions                                                                                                    :
:   34,646    44,866    10,152         0     3,721         0         0         0       350       102       273 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,730    -1,519       290         0       -15         0         0         0      -125       -21        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      91.0      20.6       0.0       7.6       0.0       0.0       0.0       0.7       0.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       21        15         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #0643B3                                                    Open Interest is    37,735                :
: Positions                                                                                                    :
:   31,303    24,772         0     5,657     4,939         0     1,720         0        80       410       120 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -490      -581         0       141      -221         0         0         0         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      65.6       0.0      15.0      13.1       0.0       4.6       0.0       0.2       1.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        20         0         .         .         0         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BC                                                    Open Interest is    62,935                :
: Positions                                                                                                    :
:   51,108    58,670     5,216         0     3,670         0         0         0     2,223       250         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,153    -3,397    -1,743       -80      -170         0         0         0       -74      -550         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      93.2       8.3       0.0       5.8       0.0       0.0       0.0       3.5       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        12         6         0         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643BE                                                    Open Interest is    66,769                :
: Positions                                                                                                    :
:   57,410    59,695     2,933     3,119     3,485         0         0         0     2,536       230        60 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,126    -3,267    -1,075        45      -291         0         0         0      -205      -450         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      89.4       4.4       4.7       5.2       0.0       0.0       0.0       3.8       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        12         .         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643BF                                                    Open Interest is    73,001                :
: Positions                                                                                                    :
:   59,769    66,824     8,736     1,931     2,366       299         0        55       926     1,192       613 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -2,873    -4,546      -643     1,060    -1,133       -10         0         0      -272      -319        -9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      91.5      12.0       2.6       3.2       0.4       0.0       0.1       1.3       1.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        22         5         .         .         .         0         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                      :
CFTC Code #0643BG                                                    Open Interest is    95,072                :
: Positions                                                                                                    :
:   75,654    83,828    10,596     2,388     3,740       277     1,455       310     2,270     1,410     1,896 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -4,785    -6,759      -842     1,577    -1,547        94       -27       -27        29      -277        43 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      88.2      11.1       2.5       3.9       0.3       1.5       0.3       2.4       1.5       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       23        27         5         .         .         .         5         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    55,992                :
: Positions                                                                                                    :
:   38,324    48,152    16,963     2,074        60         0     3,456         0       625     2,250         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,485    -1,635      -590       -80         0         0        65       -50       200      -225      -175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      86.0      30.3       3.7       0.1       0.0       6.2       0.0       1.1       4.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        11         .         .         .         0         .         0         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV   25MWh                                                          :
CFTC Code #0643BR                                                    Open Interest is    49,150                :
: Positions                                                                                                    :
:   36,935    47,110    10,250         0       815         0       225         0       700       550       450 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,620    -1,450       144         0         0         0         0         0       151       125      -275 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      95.8      20.9       0.0       1.7       0.0       0.5       0.0       1.4       1.1       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         8         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                          :
CFTC Code #0643BS                                                    Open Interest is    61,662                :
: Positions                                                                                                    :
:   44,327    56,699    13,424       430     1,871       700       105         0       736     1,815       560 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,061    -2,198    -1,161        60       149         0        -5         0        80        35         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      92.0      21.8       0.7       3.0       1.1       0.2       0.0       1.2       2.9       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        18         4         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    68,351                :
: Positions                                                                                                    :
:   51,407    60,211    12,593       746       202       180     3,025     1,280     1,367     1,445     1,129 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -872    -2,283    -1,293        60        72      -207       323      -345       238      -189      -106 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      88.1      18.4       1.1       0.3       0.3       4.4       1.9       2.0       2.1       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        15         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is    24,670                :
: Positions                                                                                                    :
:   15,353    23,761     8,994         0       138         0       350         0         0       231         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -764    -1,340      -911         0         0         0      -215         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      96.3      36.5       0.0       0.6       0.0       1.4       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        11         4         0         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643BX                                                    Open Interest is    24,321                :
: Positions                                                                                                    :
:   14,620    24,126     9,264         0       135         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -465      -795      -457         0       -30         0       -25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      99.2      38.1       0.0       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         5         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    32,031                :
: Positions                                                                                                    :
:   27,003    24,918     2,420     3,682     1,071        30       509       335       315       690       821 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,241    -1,578      -275        55       -20         0      -105       -10       263      -210      -293 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      77.8       7.6      11.5       3.3       0.1       1.6       1.0       1.0       2.2       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        15         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                       :
CFTC Code #0643BZ                                                    Open Interest is    19,872                :
: Positions                                                                                                    :
:   16,082    17,125     1,708         0       133         0     1,485         0       671       864       155 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,349      -599         0         0         0         0         0         0       161       -21      -161 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      86.2       8.6       0.0       0.7       0.0       7.5       0.0       3.4       4.3       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        11         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643C3                                                    Open Interest is    59,078                :
: Positions                                                                                                    :
:   45,437    35,297     6,245    17,358       641     2,674     4,121       101     2,652       335     1,201 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,542    -2,225      -556       124       224      -163       -60        25        29       -20       165 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      59.7      10.6      29.4       1.1       4.5       7.0       0.2       4.5       0.6       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        21         5         .         5         .         .         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643C4                                                    Open Interest is    36,119                :
: Positions                                                                                                    :
:   31,048    17,817     2,126    15,518       777       350       247       565       460       473       637 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,762    -1,242      -355      -597       -42         0       -43       -47        62      -149        64 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      49.3       5.9      43.0       2.2       1.0       0.7       1.6       1.3       1.3       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        18         4         .         .         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    19,867                :
: Positions                                                                                                    :
:   10,548    17,951     7,194         0     1,024         0       401       226       700       225        25 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:      870     1,120       300         0        15         0         0         0       -50         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.1      90.4      36.2       0.0       5.2       0.0       2.0       1.1       3.5       1.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        15         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV   25 MWh                                                         :
CFTC Code #0643CC                                                    Open Interest is    20,898                :
: Positions                                                                                                    :
:   10,616    18,348     7,577         0     2,075         0       300         0       500       175         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:    1,025     1,625       600         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.8      87.8      36.3       0.0       9.9       0.0       1.4       0.0       2.4       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                        :
CFTC Code #0643CJ                                                    Open Interest is     9,366                :
: Positions                                                                                                    :
:    8,394     6,640        46       450       701         0       600         0        75       950        25 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,055      -705      -115      -200         0         0      -135         0       -50       -75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      70.9       0.5       4.8       7.5       0.0       6.4       0.0       0.8      10.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                           :
CFTC Code #0643CK                                                    Open Interest is     9,484                :
: Positions                                                                                                    :
:    8,642     6,440        25       512       632         0       600         0        75     1,300         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,110      -110       -38      -138      -112         0      -125         0       -50      -150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      67.9       0.3       5.4       6.7       0.0       6.3       0.0       0.8      13.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         9         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    12,370                :
: Positions                                                                                                    :
:    6,986    10,292     3,743     1,400        13         0         0         0       865       150       515 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -607    -1,075      -410        35       -22         0       -40         0      -160        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      83.2      30.3      11.3       0.1       0.0       0.0       0.0       7.0       1.2       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        12         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    12,260                :
: Positions                                                                                                    :
:    6,645    10,285     3,807     1,400        10         0         0         0     1,135       150       415 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -603    -1,070      -438        35       -29         0       -40         0      -160        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.2      83.9      31.1      11.4       0.1       0.0       0.0       0.0       9.3       1.2       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        13         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    34,820                :
: Positions                                                                                                    :
:   22,680    30,990     7,840         0       765       145         0         5     1,125       885     2,115 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,875      -891       510         0      -280        25         0       -25       225      -345      -250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.1      89.0      22.5       0.0       2.2       0.4       0.0       0.0       3.2       2.5       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        10         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    34,801                :
: Positions                                                                                                    :
:   22,810    31,256     7,410         0       755       145         0         5     1,465       700     2,065 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,825      -951       515         0      -240        25         0       -25       530         0      -555 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      89.8      21.3       0.0       2.2       0.4       0.0       0.0       4.2       2.0       5.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        11         .         0         .         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643DB                                                    Open Interest is   101,793                :
: Positions                                                                                                    :
:   78,955    77,875    18,146    13,933     2,168     1,200       325        45       700     6,894       493 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -4,492    -5,491       512       830    -1,127       -95       -25      -175       160       -34      -240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      76.5      17.8      13.7       2.1       1.2       0.3       0.0       0.7       6.8       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       31        28         4         .         .         .         .         .         .         6         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV   352 MWh                                                     :
CFTC Code #0643DC                                                    Open Interest is   117,026                :
: Positions                                                                                                    :
:   88,142    93,333    20,917    10,913     4,025     1,699     1,200        21       859     6,192     1,337 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -4,817    -6,789       191     1,614      -789       -40      -100      -260        74       325      -349 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      79.8      17.9       9.3       3.4       1.5       1.0       0.0       0.7       5.3       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       35        30         .         .         5         .         .         .         4         9         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643DF                                                    Open Interest is   509,976                :
: Positions                                                                                                    :
:  281,678   315,501    29,615     3,693   116,478    11,067    17,120    28,083    21,162     7,521    21,556 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -2,527    -8,021   -11,138       -29     4,756       -11    -1,893      -817     2,333       -27      -820 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      61.9       5.8       0.7      22.8       2.2       3.4       5.5       4.1       1.5       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       39        32         5         .         4         7        10         8        15        12        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    15,844                :
: Positions                                                                                                    :
:    7,018    14,305     2,507       135       734     1,070       600         0     4,105         0         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -863      -235        55        20      -210      -130         0         0        95         0       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.3      90.3      15.8       0.9       4.6       6.8       3.8       0.0      25.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         6         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    14,844                :
: Positions                                                                                                    :
:    5,685    13,738     3,570        95       411       220       600         0     4,380         0         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -768      -220        23         5      -153       -30         0         0        35         0       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.3      92.5      24.1       0.6       2.8       1.5       4.0       0.0      29.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         6         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643ID                                                    Open Interest is     8,503                :
: Positions                                                                                                    :
:    3,603     8,050       600         0         0       450         0         0     3,850       451         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -395      -295         0         0         0         0         0         0         0      -100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.4      94.7       7.1       0.0       0.0       5.3       0.0       0.0      45.3       5.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        8        14         .         0         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                     :
CFTC Code #064AAA                                                    Open Interest is    75,611                :
: Positions                                                                                                    :
:   51,745    51,748    15,922    12,391         0         0     3,528       235         0         0         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,709    -2,145      -846         5         0         0      -415        95         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      68.4      21.1      16.4       0.0       0.0       4.7       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        19         .         .         0         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                    :
CFTC Code #064AAB                                                    Open Interest is    62,499                :
: Positions                                                                                                    :
:   42,516    40,254    13,378    11,425         0         0     4,215       215         0         0         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,729    -1,565      -501      -610         0         0       -55       -20         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      64.4      21.4      18.3       0.0       0.0       6.7       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        19         .         .         0         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    24,875                :
: Positions                                                                                                    :
:    6,730    17,495    12,050     1,835     1,110       150     1,300         0     1,835         0         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -525    -1,360      -265       500      -245         0       -80         0      -155         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.1      70.3      48.4       7.4       4.5       0.6       5.2       0.0       7.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6        11         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                         :
CFTC Code #064BFJ                                                    Open Interest is    22,450                :
: Positions                                                                                                    :
:    5,945    15,255    10,660     1,960     1,660       150     1,300         0     1,895         0         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -445    -1,095      -110       420      -270         0        10       -25      -115         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.5      68.0      47.5       8.7       7.4       0.7       5.8       0.0       8.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6        12         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CXO                                                    Open Interest is    57,088                :
: Positions                                                                                                    :
:   27,373    20,062     8,995    23,966       660    11,380     2,905     5,035         0       985         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -2,178      -253       585      -465         0       790      -265      -725         0       175      -175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.9      35.1      15.8      42.0       1.2      19.9       5.1       8.8       0.0       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       18        16         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                             :
CFTC Code #064CXP                                                    Open Interest is    38,208                :
: Positions                                                                                                    :
:   18,571    20,210     9,525    10,886       730     2,995         0     3,415         0       385       300 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,139       471       745      -370       -90       510         0      -900         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.6      52.9      24.9      28.5       1.9       7.8       0.0       8.9       0.0       1.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        16         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.WEST_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064DEU                                                    Open Interest is    27,740                :
: Positions                                                                                                    :
:   21,655     8,665     3,760     2,490       380       535    15,175       140         0         0         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -165      -285        20      -395       -20         0       565      -590         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      31.2      13.6       9.0       1.4       1.9      54.7       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        11         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064DLW                                                    Open Interest is    96,193                :
: Positions                                                                                                    :
:   51,469    27,788     5,729    39,580     3,325    13,845     2,000       215         0     1,665     1,985 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,621    -2,568    -2,037    -1,955        65    -1,060      -260       -15         0       805      -510 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      28.9       6.0      41.1       3.5      14.4       2.1       0.2       0.0       1.7       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        19         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    90,405                :
: Positions                                                                                                    :
:   46,805    26,205     5,920    34,375     3,240    14,365     2,105       160         0     4,375       820 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,294    -2,299    -2,265    -2,005       110    -1,200      -270        -5         0       590      -335 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      29.0       6.5      38.0       3.6      15.9       2.3       0.2       0.0       4.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        17         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    23,062                :
: Positions                                                                                                    :
:   12,159     5,652       910     1,902     1,047     3,745     6,615       175       210     3,750       675 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,142      -801      -440      -356         0        50      -595      -140      -150        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.7      24.5       3.9       8.2       4.5      16.2      28.7       0.8       0.9      16.3       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        11         .         .         .         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    22,972                :
: Positions                                                                                                    :
:   11,694     6,277     1,075     2,462       638     3,745     8,465       175         0       190     1,860 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,117      -376      -420      -356         0        50    -1,195      -140      -300       125      -125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      27.3       4.7      10.7       2.8      16.3      36.8       0.8       0.0       0.8       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        11         .         .         .         .         4         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.JCPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EJI                                                    Open Interest is    31,853                :
: Positions                                                                                                    :
:   14,423    11,705       742    11,280     1,170    12,060        75         0         0     4,690     1,050 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -586       -85      -209      -600        25      -115       -40         0         0      -205       110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.3      36.7       2.3      35.4       3.7      37.9       0.2       0.0       0.0      14.7       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         5         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064ERM                                                    Open Interest is    50,193                :
: Positions                                                                                                    :
:   16,943    40,915     7,401     6,000        95    13,175         0        45     9,740         0         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -798    -5,325      -798       410         0    -2,660         0         0      -430         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.8      81.5      14.7      12.0       0.2      26.2       0.0       0.1      19.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        10         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064ERN                                                    Open Interest is    52,850                :
: Positions                                                                                                    :
:   18,955    42,930     8,175     6,690       260    13,325         0        45     9,305         0         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -779    -4,855      -600       345       -45    -2,685         0         0      -460         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.9      81.2      15.5      12.7       0.5      25.2       0.0       0.1      17.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        11         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EUY                                                    Open Interest is    51,360                :
: Positions                                                                                                    :
:   18,280    42,090     6,341     3,665       890     6,325         0       855    14,629         0     1,130 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -2,760    -3,010     1,095      -170      -345      -315         0       -60    -1,200         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.6      82.0      12.3       7.1       1.7      12.3       0.0       1.7      28.5       0.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15         9         .         .         .         4         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    49,455                :
: Positions                                                                                                    :
:   18,165    40,260     5,761     3,650       910     6,175         0     1,005    13,629         0     1,080 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -3,035    -2,790     1,415      -170      -665      -265         0       -60    -1,075         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.7      81.4      11.6       7.4       1.8      12.5       0.0       2.0      27.6       0.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15         9         .         .         .         4         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EVG                                                    Open Interest is    21,570                :
: Positions                                                                                                    :
:   11,660    11,820     4,395         0       645        85     5,080       665       410       325     1,160 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,480      -535       350         0      -750       -50      -210         5      -145       -65       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      54.8      20.4       0.0       3.0       0.4      23.6       3.1       1.9       1.5       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        10         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064EVH                                                    Open Interest is    20,410                :
: Positions                                                                                                    :
:   11,095    11,535     3,855         0       715         0     5,080       660     1,600       400       520 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -910      -535       385         0      -750       -85      -210         0      -210       -65         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      56.5      18.9       0.0       3.5       0.0      24.9       3.2       7.8       2.0       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         8         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064EWU                                                    Open Interest is    72,285                :
: Positions                                                                                                    :
:   38,300    43,245     2,655         0     3,270     1,325    16,620     1,325    19,040     1,500     1,310 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -185    -1,140       255         0        25         0      -350         0    -1,495        50      -175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.0      59.8       3.7       0.0       4.5       1.8      23.0       1.8      26.3       2.1       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        13         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EWV                                                    Open Interest is    68,510                :
: Positions                                                                                                    :
:   37,535    40,695     3,975         0     2,400     1,320    16,620     1,325    15,940     1,500     1,310 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:     -145    -1,040       190         0         5       -40      -350        25    -1,330        50      -160 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      59.4       5.8       0.0       3.5       1.9      24.3       1.9      23.3       2.2       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        13         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    60,200                :
: Positions                                                                                                    :
:   37,170    22,617         0    16,711        92    14,700         0     2,980        58    12,945     1,705 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -2,457      -700         0    -1,212      -438      -310         0      -155       -25      -875      -125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.7      37.6       0.0      27.8       0.2      24.4       0.0       5.0       0.1      21.5       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        10         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    49,328                :
: Positions                                                                                                    :
:   34,542    18,679         0    14,691       291     6,705         0     3,015        58     8,280     2,355 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -2,076      -690         0      -831      -589       -60         0      -155       -25      -635       130 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      37.9       0.0      29.8       0.6      13.6       0.0       6.1       0.1      16.8       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        10         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is   167,235                :
: Positions                                                                                                    :
:   92,349    86,711    20,390     1,251     5,150       685    15,275     9,000     1,450    11,517     4,070 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -5,278    -3,209        31       445      -740       685       182      -582        50    -2,110       560 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      51.8      12.2       0.7       3.1       0.4       9.1       5.4       0.9       6.9       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        28         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is   138,142                :
: Positions                                                                                                    :
:   76,911    74,441    16,082       290     4,524     2,380     5,530     7,921     1,450    16,337     2,515 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -6,520    -3,547      -310       290    -1,095       918      -535    -1,390        50    -2,355       655 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      53.9      11.6       0.2       3.3       1.7       4.0       5.7       1.0      11.8       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        25         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    63,125                :
: Positions                                                                                                    :
:   32,190    28,145    17,651     9,741     4,624       870     7,955     2,055         0     5,010         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,505    -1,280      -885       300      -285       870       350      -545         0      -750         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      44.6      28.0      15.4       7.3       1.4      12.6       3.3       0.0       7.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        15         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    55,195                :
: Positions                                                                                                    :
:   30,200    20,360     8,141     5,756     8,124       770     8,805     1,995         0     4,310         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,225      -940      -510       315      -265       770       505      -635         0      -725         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.7      36.9      14.7      10.4      14.7       1.4      16.0       3.6       0.0       7.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        16         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    41,305                :
: Positions                                                                                                    :
:   13,435    26,865     1,880     6,905     2,360    17,605         0     1,385       370         0     1,310 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -2,040      -875       515    -1,190      -335    -1,030         0       760       340         0       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.5      65.0       4.6      16.7       5.7      42.6       0.0       3.4       0.9       0.0       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        14         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKD                                                    Open Interest is    50,715                :
: Positions                                                                                                    :
:    8,635    39,180         0     4,180     3,090    34,265         0     1,455       370         0     1,310 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,910     1,745         0      -165         0     3,165         0       525       340         0       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.0      77.3       0.0       8.2       6.1      67.6       0.0       2.9       0.7       0.0       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        14         0         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKE                                                    Open Interest is   159,264                :
: Positions                                                                                                    :
:   76,035    71,457     1,841    15,106    25,454     5,810     1,990     6,375     4,210         0         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -5,192    -4,801        -5    -1,035        13       270       -45      -905    -1,415         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.7      44.9       1.2       9.5      16.0       3.6       1.2       4.0       2.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       25        24         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is   111,616                :
: Positions                                                                                                    :
:   66,071    56,974     3,870    20,606     7,660     5,474     1,780     6,571     3,940        85         0 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -2,375    -5,170        50     2,515    -1,380       610       -40      -780      -950         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      51.0       3.5      18.5       6.9       4.9       1.6       5.9       3.5       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        21         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.ATSI_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064FZA                                                    Open Interest is    29,345                :
: Positions                                                                                                    :
:   19,550    14,925         0     9,860     2,285     4,435       300         0     1,100         0       575 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,080      -605         0      -485       -85        55         0       -95       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      50.9       0.0      33.6       7.8      15.1       1.0       0.0       3.7       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         0         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.ATSI_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064FZB                                                    Open Interest is    28,640                :
: Positions                                                                                                    :
:   19,905    14,110         0    10,485     2,135     3,885       300         0       700         0       500 :
:                                                                                                              :
: Changes from:     March 3, 2020                                                                              :
:   -1,185      -525         0      -550      -145       220         0      -135       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      49.3       0.0      36.6       7.5      13.6       1.0       0.0       2.4       0.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         9         0         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------



Updated March 13, 2020