Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    19,836                :
: Positions                                                                                                    :
:   13,973    11,241     1,320       189       935       363     1,215       180       416     3,540     1,753 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      261       173      -100         0        57         0         0         0         0        -9        33 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      56.7       6.7       1.0       4.7       1.8       6.1       0.9       2.1      17.8       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        12         .         .         4         .         .         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    23,475                :
: Positions                                                                                                    :
:   13,027    12,361       723     1,145     4,179     1,415     1,061     1,125       864     1,514     1,807 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      295       523        -7      -160        56        10       -32       -14         7       -25        16 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      52.7       3.1       4.9      17.8       6.0       4.5       4.8       3.7       6.5       7.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       18        20         .         .         .         .         .         .         6         7        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    40,868                :
: Positions                                                                                                    :
:   27,069    36,899     5,488         0     2,156       452       100       173     4,195       180     1,335 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      620       720       275         0       -13         0         0         0      -175         0       155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      90.3      13.4       0.0       5.3       1.1       0.2       0.4      10.3       0.4       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        22         .         0         .         .         .         .         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    31,974                :
: Positions                                                                                                    :
:   25,619    26,266         0     2,067     1,262         0       326       453     3,050       250     1,350 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:       50        75         0       150       -60         0         0         0       275       100      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      82.1       0.0       6.5       3.9       0.0       1.0       1.4       9.5       0.8       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        17         0         .         .         0         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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   140,814                :
: Positions                                                                                                    :
:  116,827    97,455     3,245    20,270     5,287     2,335     2,126     6,887     2,639     5,280     3,398 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    1,804     3,635         0      -637      -123       230      -700       -45       535       256         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      69.2       2.3      14.4       3.8       1.7       1.5       4.9       1.9       3.7       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       29        30         .         .         4         .         6         4         6         6         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    69,544                :
: Positions                                                                                                    :
:   56,854    51,584     4,380     8,292     3,874       300       769     2,262       642     1,511     1,232 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:     -476      -398         0       253        87         0      -257        28        26       -49       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      74.2       6.3      11.9       5.6       0.4       1.1       3.3       0.9       2.2       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        22         .         .         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    38,210                :
: Positions                                                                                                    :
:   35,564    25,220       656    10,575       840         0       675         0       325        75       825 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    1,765     1,240         0       525         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      66.0       1.7      27.7       2.2       0.0       1.8       0.0       0.9       0.2       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       11        14         .         .         .         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    59,139                :
: Positions                                                                                                    :
:   32,053    24,454       639    24,149     4,271    15,750       150        50     1,347     1,190     4,862 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      -69         6        15       155       155         0         0         0        90      -125       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.2      41.4       1.1      40.8       7.2      26.6       0.3       0.1       2.3       2.0       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        18         .         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    77,587                :
: Positions                                                                                                    :
:   42,916    26,437         0    39,794     5,381    23,505       665        50     1,996     2,207     2,980 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      -38       294         0       160       225         0      -300         0        93      -122       182 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.3      34.1       0.0      51.3       6.9      30.3       0.9       0.1       2.6       2.8       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        19         0         4         4         .         4         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    70,376                :
: Positions                                                                                                    :
:   53,620    43,460     8,068    20,627     3,781       300         0         0     1,773       236     2,252 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    2,378       -22    -1,480       865     1,646         0         0         0         0       206       104 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      61.8      11.5      29.3       5.4       0.4       0.0       0.0       2.5       0.3       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        19         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    86,155                :
: Positions                                                                                                    :
:   62,767    48,083    15,983    32,757     2,091       300         0         0     1,444       241     2,738 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    2,725       325    -1,480       865     1,255         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      55.8      18.6      38.0       2.4       0.3       0.0       0.0       1.7       0.3       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        23         4         .         4         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    42,350                :
: Positions                                                                                                    :
:   28,369    37,637     9,316         0     4,062         0         0         0       225        45       230 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:   -1,502    -1,839      -170         0         0         0         0         0       -25      -125         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      88.9      22.0       0.0       9.6       0.0       0.0       0.0       0.5       0.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       18        15         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    27,669                :
: Positions                                                                                                    :
:   25,530    17,590         0     7,869     1,254         0       600         0       360       346         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    2,077       253         0     1,714      -154         0         0         0      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.3      63.6       0.0      28.4       4.5       0.0       2.2       0.0       1.3       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17        15         0         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    89,198                :
: Positions                                                                                                    :
:   56,589    65,298       320    11,150     8,546     7,965       330       362    12,905     1,205     2,152 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:     -871    -1,953         0       248      -244      -125        40         1       121        38       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      73.2       0.4      12.5       9.6       8.9       0.4       0.4      14.5       1.4       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       31        32         .         .         .         7         4         4         9         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643A8                                                    Open Interest is    42,477                :
: Positions                                                                                                    :
:   32,748    32,425         0     6,618     2,412         0       199         1     6,805       300       225 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:   -1,250    -1,906         0      -450       -60      -100         0         0    -1,075         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      76.3       0.0      15.6       5.7       0.0       0.5       0.0      16.0       0.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        19         0         .         .         0         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    47,131                :
: Positions                                                                                                    :
:   34,107    41,386     7,359         0     4,994         0         0         0       240        96       254 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:   -2,675    -2,836        97         0      -247         0         0         0      -110        -6       -19 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      87.8      15.6       0.0      10.6       0.0       0.0       0.0       0.5       0.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        18         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    36,479                :
: Positions                                                                                                    :
:   29,246    24,810         0     4,196     5,740         0     1,110         0       105       210       150 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:     -922    -1,090         0       518      -518         0      -120         0       -30      -200        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      68.0       0.0      11.5      15.7       0.0       3.0       0.0       0.3       0.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        19         0         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BC                                                    Open Interest is    65,665                :
: Positions                                                                                                    :
:   52,041    62,762     8,556         0     2,345         0        45         0     1,760       200        73 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    1,200     2,910     1,770         0         0         0         0         0       -60         0       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      95.6      13.0       0.0       3.6       0.0       0.1       0.0       2.7       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        10         6         0         4         0         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    69,592                :
: Positions                                                                                                    :
:   59,040    63,223     4,141     2,289     3,545         0        45         0     2,321       250        60 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    1,980     3,690     1,110      -660       510         0         0         0       -60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      90.8       6.0       3.3       5.1       0.0       0.1       0.0       3.3       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        14         .         .         4         0         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    72,895                :
: Positions                                                                                                    :
:   61,001    67,032     8,363     1,803     1,762         0       437        85       449       596     1,020 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    1,753       673       -80       600    -1,262         0       335         0       -50        15        40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      92.0      11.5       2.5       2.4       0.0       0.6       0.1       0.6       0.8       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        22         5         .         .         0         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    91,473                :
: Positions                                                                                                    :
:   74,347    81,507     9,398     2,384     3,020         0     1,302       539     1,782       641     2,050 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    1,325       750         6       501      -629       -14         5        24       126       182      -182 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      89.1      10.3       2.6       3.3       0.0       1.4       0.6       1.9       0.7       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       22        26         5         .         .         0         8         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    62,303                :
: Positions                                                                                                    :
:   42,015    54,067    19,708     2,635        60         0     3,641         0       500     1,900         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    1,195       995       300       350         0         0       125         0       -50       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      86.8      31.6       4.2       0.1       0.0       5.8       0.0       0.8       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        13         .         .         .         0         .         0         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    52,905                :
: Positions                                                                                                    :
:   34,950    51,150    15,650         0       780         0       225         0     1,150       375       375 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      525     1,425       900         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      96.7      29.6       0.0       1.5       0.0       0.4       0.0       2.2       0.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         7         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    60,879                :
: Positions                                                                                                    :
:   42,403    55,567    14,315       471     1,807       700       110         0       653     1,796       957 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      -76       239       635       -15       -17         0         0         0       -35       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      91.3      23.5       0.8       3.0       1.1       0.2       0.0       1.1       3.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        18         4         .         .         .         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    66,047                :
: Positions                                                                                                    :
:   49,324    58,608    12,589       783        98       180     2,225     1,280     1,366     1,647     1,067 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:     -692      -632       -10      -144         0         0      -240         0       -25       325       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      88.7      19.1       1.2       0.1       0.3       3.4       1.9       2.1       2.5       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        17         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    24,156                :
: Positions                                                                                                    :
:   14,635    23,561     9,148         0       140         0       235        75         0        55         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      255       348      -120         0        20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      97.5      37.9       0.0       0.6       0.0       1.0       0.3       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        12         4         0         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643BX                                                    Open Interest is    23,875                :
: Positions                                                                                                    :
:   14,090    23,760     9,081         0       115        75         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      120        50       -70         0        20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      99.5      38.0       0.0       0.5       0.3       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        11         5         0         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    30,763                :
: Positions                                                                                                    :
:   25,489    23,369     2,670     3,763     1,003         0       344       335       390     1,080       833 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      145        60         0         0         0         0         5        -5        65       124        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      76.0       8.7      12.2       3.3       0.0       1.1       1.1       1.3       3.5       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        16         .         .         .         0         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                       :
CFTC Code #0643BZ                                                    Open Interest is    18,236                :
: Positions                                                                                                    :
:   13,855    15,188     1,964         0       135         0     1,365         0       761       887       175 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:       60        60         0         0         0         0         0         0        60        60       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      83.3      10.8       0.0       0.7       0.0       7.5       0.0       4.2       4.9       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         9         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    58,193                :
: Positions                                                                                                    :
:   45,467    32,272     5,458    18,368       877     2,630     4,866       430     2,153       195     1,160 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      142       162        20      -198       120         0        85         5       -31        55        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      55.5       9.4      31.6       1.5       4.5       8.4       0.7       3.7       0.3       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        22         5         .         6         .         .         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    36,578                :
: Positions                                                                                                    :
:   31,333    16,664     1,839    16,482     1,037       700       540       545       400       652       574 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:       66        92       -19      -100         9         0        60         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      45.6       5.0      45.1       2.8       1.9       1.5       1.5       1.1       1.8       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        15         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    19,895                :
: Positions                                                                                                    :
:   10,673    17,975     7,232         0       929         0       326       301       575       314        50 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      -77        50        49         0         0         0       -75        75         0        -3         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.6      90.3      36.4       0.0       4.7       0.0       1.6       1.5       2.9       1.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        15         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    21,860                :
: Positions                                                                                                    :
:   11,351    19,385     7,792         0     2,075         0       250         0       525       150         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      -75       525       600         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      88.7      35.6       0.0       9.5       0.0       1.1       0.0       2.4       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         7         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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     9,046                :
: Positions                                                                                                    :
:    8,085     6,225         0       575       701        25       600         0        75       925         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      300         0       -25       275        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.4      68.8       0.0       6.4       7.7       0.3       6.6       0.0       0.8      10.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         0         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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     9,266                :
: Positions                                                                                                    :
:    8,318     6,025         0       323       743        25       925         0        75     1,250         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      300         0      -277        23       277         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      65.0       0.0       3.5       8.0       0.3      10.0       0.0       0.8      13.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         8         0         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    11,691                :
: Positions                                                                                                    :
:    7,714    10,164     3,008       700        17         0         0         0       170       260       550 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      300         0         0      -600         0         0         0         0      -740       160       120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      86.9      25.7       6.0       0.1       0.0       0.0       0.0       1.5       2.2       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        15         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    10,736                :
: Positions                                                                                                    :
:    6,792     9,145     2,991       700        41         0         0         0       170       340       510 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      325        25         0      -600         0         0         0         0      -660       240        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      85.2      27.9       6.5       0.4       0.0       0.0       0.0       1.6       3.2       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        14         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    35,512                :
: Positions                                                                                                    :
:   23,155    30,447     8,035         0       700       200         0         0     1,250     2,230     2,135 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      300       710        60         0         0        50         0         0       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      85.7      22.6       0.0       2.0       0.6       0.0       0.0       3.5       6.3       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        11         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    35,737                :
: Positions                                                                                                    :
:   23,300    30,902     7,880         0       755       200         0         0     1,250     1,765     2,315 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      300       710        60         0        50        50         0         0       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      86.5      22.0       0.0       2.1       0.6       0.0       0.0       3.5       4.9       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        13         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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   103,622                :
: Positions                                                                                                    :
:   79,687    81,241    16,874    11,729     3,534     1,305       180       205       805     5,551     1,162 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      153     1,653         0    -1,856     1,131         0        50         0       100       385       222 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      78.4      16.3      11.3       3.4       1.3       0.2       0.2       0.8       5.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       32        27         .         .         .         .         .         .         .         7         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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   117,885                :
: Positions                                                                                                    :
:   88,058    94,674    19,700     9,666     4,605     2,025       930       300     1,068     5,641     2,059 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      724     1,846         0    -1,712       630         0        50         0        65       605       301 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      80.3      16.7       8.2       3.9       1.7       0.8       0.3       0.9       4.8       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       35        29         .         .         5         .         .         .         5         9         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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   516,041                :
: Positions                                                                                                    :
:  280,929   336,513    40,877     1,877   105,468    15,056    17,216    25,280    26,295     7,755    21,884 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:   -1,143     6,247     4,299      -304    -3,776       680       715    -1,462     2,811       -39      -241 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      65.2       7.9       0.4      20.4       2.9       3.3       4.9       5.1       1.5       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    96                     :
:       42        38         4         .         4         7        10         9        18        12        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    18,069                :
: Positions                                                                                                    :
:    9,923    16,311     1,943       115       918       915       600        55     3,920         0         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      275       -75      -300       -20       150         0         0         0       -70         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      90.3      10.8       0.6       5.1       5.1       3.3       0.3      21.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         9         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    14,857                :
: Positions                                                                                                    :
:    6,390    13,516     2,960       105       576       120       600        55     4,220         0         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      145      -205      -300       -20       125         0         0         0       -70         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.0      91.0      19.9       0.7       3.9       0.8       4.0       0.4      28.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13         8         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV   16 MWh                                               :
CFTC Code #0643IB                                                    Open Interest is     5,235                :
: Positions                                                                                                    :
:    4,215     2,265       390         0        25         0       170         0         0     2,240       255 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      43.3       7.4       0.0       0.5       0.0       3.2       0.0       0.0      42.8       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        15         .         0         .         0         .         0         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    12,320                :
: Positions                                                                                                    :
:    4,930    10,735       760        25       100       450         0         0     6,080     1,450         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:     -328      -325         2         0        -2         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.0      87.1       6.2       0.2       0.8       3.7       0.0       0.0      49.4      11.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        9        16         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    79,963                :
: Positions                                                                                                    :
:   55,200    57,862    16,964    10,466       575         0     3,745        75         0         0         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      270       290       -40       -60        75         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      72.4      21.2      13.1       0.7       0.0       4.7       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        17         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    67,228                :
: Positions                                                                                                    :
:   46,731    47,858    14,172     8,765       425         0     4,280        30         0         0         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      395       805       -70      -480       300         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      71.2      21.1      13.0       0.6       0.0       6.4       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        19         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    24,095                :
: Positions                                                                                                    :
:    6,770    16,240    11,880     2,765       835       100     1,360         0     1,745         0         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      200      -100         0       200         0         0       100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.1      67.4      49.3      11.5       3.5       0.4       5.6       0.0       7.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6        10         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    21,675                :
: Positions                                                                                                    :
:    5,630    15,015    10,735     1,765     1,540       100     1,360         0     1,805         0         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:        0      -100         0         0         0         0       100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.0      69.3      49.5       8.1       7.1       0.5       6.3       0.0       8.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        5        12         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    57,426                :
: Positions                                                                                                    :
:   29,439    18,703     7,205    25,586     1,800    11,500     3,180     4,480         0       960         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:       -8      -128       -25       120         0         0       -25        25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.3      32.6      12.5      44.6       3.1      20.0       5.5       7.8       0.0       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        13         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                             :
CFTC Code #064CXP                                                    Open Interest is    39,373                :
: Positions                                                                                                    :
:   21,679    19,714     7,715    12,985       730     2,970         0     3,115         0       360       300 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:     -120       -40         0       120         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      50.1      19.6      33.0       1.9       7.5       0.0       7.9       0.0       0.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        15         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    28,490                :
: Positions                                                                                                    :
:   21,600     8,930     3,780     2,060       360     1,035    15,820        90         0         0         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      240       340         0         0         0       100         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      31.3      13.3       7.2       1.3       3.6      55.5       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        12         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    94,886                :
: Positions                                                                                                    :
:   50,494    28,106     4,617    37,540     3,440    14,515     1,500       295         0     2,485     1,420 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:     -510       750      -180      -540       175       900         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      29.6       4.9      39.6       3.6      15.3       1.6       0.3       0.0       2.6       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        19         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    89,591                :
: Positions                                                                                                    :
:   46,136    26,701     5,135    32,570     3,255    14,745     1,595       240         0     5,140       555 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      -55     1,565       120      -600        15       900         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      29.8       5.7      36.4       3.6      16.5       1.8       0.3       0.0       5.7       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        17         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    23,066                :
: Positions                                                                                                    :
:   13,416     5,745        20     2,416     1,225     3,315     7,865       175        70     1,675     1,265 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:        0      -300         0      -300       -35         0       600         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.2      24.9       0.1      10.5       5.3      14.4      34.1       0.8       0.3       7.3       5.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        10         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    22,836                :
: Positions                                                                                                    :
:   12,567     5,771       255     3,201       874     3,315     8,965       175     1,135       205     1,370 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:        0      -300         0      -300      -145         0       600         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      25.3       1.1      14.0       3.8      14.5      39.3       0.8       5.0       0.9       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        10         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    32,644                :
: Positions                                                                                                    :
:   13,799    11,435     1,226    11,255       969    13,020        50         0         0     6,170       975 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      265        25         0         0         0       120         0         0         0       360       -70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.3      35.0       3.8      34.5       3.0      39.9       0.2       0.0       0.0      18.9       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         5         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    51,611                :
: Positions                                                                                                    :
:   16,686    43,345    10,113     5,560        95    12,185         0        30    10,015         0         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:     -120     3,720     2,340      -300         0       420         0         0       780         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.3      84.0      19.6      10.8       0.2      23.6       0.0       0.1      19.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        11         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    54,501                :
: Positions                                                                                                    :
:   18,646    45,396    11,095     6,235       260    12,310         0        30     9,700         0         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:     -120     3,720     2,340      -300         0       420         0         0       780         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.2      83.3      20.4      11.4       0.5      22.6       0.0       0.1      17.8       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 April 14, 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    59,335                :
: Positions                                                                                                    :
:   20,510    51,350    10,196     3,005       810     5,890         0       570    17,579         0       815 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    1,045     2,335     1,115         0      -100        40         0         0       135         0       105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.6      86.5      17.2       5.1       1.4       9.9       0.0       1.0      29.6       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        10         .         .         .         .         0         .         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    50,295                :
: Positions                                                                                                    :
:   20,025    42,025     9,266     3,465       670     5,790         0       670    10,229         0       945 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    1,045       835     1,415         0      -200        40         0         0    -1,665         0       165 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.8      83.6      18.4       6.9       1.3      11.5       0.0       1.3      20.3       0.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        10         .         .         .         .         0         .         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    20,735                :
: Positions                                                                                                    :
:   10,825    11,945     2,665         0       870         0     4,695       480     2,920       415       385 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      57.6      12.9       0.0       4.2       0.0      22.6       2.3      14.1       2.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        10         .         0         .         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    19,825                :
: Positions                                                                                                    :
:   10,240    11,660     2,240         0       755         0     4,695       480     3,930       465       130 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.7      58.8      11.3       0.0       3.8       0.0      23.7       2.4      19.8       2.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12         8         .         0         .         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    74,320                :
: Positions                                                                                                    :
:   41,720    44,380     5,350         0     2,090     2,130    18,350     1,135    14,960     1,500     1,270 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      930       450       900         0      -285       120     1,320         0      -220         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.1      59.7       7.2       0.0       2.8       2.9      24.7       1.5      20.1       2.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        12         .         0         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    68,210                :
: Positions                                                                                                    :
:   41,500    39,735     5,255         0     1,700     2,085    18,350     1,125    10,675     1,500     1,270 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      930      -150       900         0      -290       120     1,320         0      -820         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      58.3       7.7       0.0       2.5       3.1      26.9       1.6      15.7       2.2       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        13         .         0         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    62,210                :
: Positions                                                                                                    :
:   37,736    23,113         0    16,601        37    15,780         0     2,865        58    13,970     2,005 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      670       485         0       735       -10       900         0         0         0       350       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      37.2       0.0      26.7       0.1      25.4       0.0       4.6       0.1      22.5       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        10         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    50,384                :
: Positions                                                                                                    :
:   34,193    18,549         0    14,897       261     7,335         0     3,150        58     8,460     2,675 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      420        60         0       860       -10       900         0         0         0       400       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      36.8       0.0      29.6       0.5      14.6       0.0       6.3       0.1      16.8       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        10         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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   171,783                :
: Positions                                                                                                    :
:   93,194    83,975    17,555     1,275     6,622     2,858    16,050     8,837     1,400    13,587     3,065 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    3,072     3,162    -1,085         0       160       900       370       280         0      -645       310 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      48.9      10.2       0.7       3.9       1.7       9.3       5.1       0.8       7.9       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        28         .         .         .         .         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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   137,410                :
: Positions                                                                                                    :
:   72,043    74,525    14,556       300     5,448     3,768     5,860     8,156     1,400    10,877     3,205 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      710     3,075    -1,260         0        37       900       370       280         0    -3,095       405 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      54.2      10.6       0.2       4.0       2.7       4.3       5.9       1.0       7.9       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        25         .         .         .         .         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    64,495                :
: Positions                                                                                                    :
:   33,210    27,755    18,311     8,836     4,674     1,040    11,360     1,660         0     4,760         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    1,400       405       275      -200      -100       105     1,575         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      43.0      28.4      13.7       7.2       1.6      17.6       2.6       0.0       7.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        16         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    57,314                :
: Positions                                                                                                    :
:   32,640    19,880     9,071     6,241     7,033       885    12,460     1,680         0     4,135         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    1,370       375       175      -300      -175       105     1,575         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.9      34.7      15.8      10.9      12.3       1.5      21.7       2.9       0.0       7.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        16         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    44,005                :
: Positions                                                                                                    :
:   12,460    29,745     2,110     6,650     2,575    20,820         0     1,330       480         0     1,200 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:     -105     1,250         0       175         0     1,470         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.3      67.6       4.8      15.1       5.9      47.3       0.0       3.0       1.1       0.0       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        14         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    53,625                :
: Positions                                                                                                    :
:    8,130    41,725         0     4,510     3,185    37,550         0     1,380       480         0     1,200 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      -90     1,205         0       175       -25     1,470         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.2      77.8       0.0       8.4       5.9      70.0       0.0       2.6       0.9       0.0       2.2 :
:                                                                                                              :
: 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 April 14, 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   159,273                :
: Positions                                                                                                    :
:   82,817    85,011     1,817     7,604    29,309     4,625     2,175     6,700     4,070         0         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    7,753    11,264    -1,680    -1,981     3,242         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      53.4       1.1       4.8      18.4       2.9       1.4       4.2       2.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       24        24         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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   113,610                :
: Positions                                                                                                    :
:   66,375    59,715     4,920    19,065     8,840     5,510     1,740     6,385     3,670         0         0 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:      750     1,240       120      -370       610         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      52.6       4.3      16.8       7.8       4.8       1.5       5.6       3.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        22         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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    29,780                :
: Positions                                                                                                    :
:   20,410    15,915         0     9,595     1,890     4,275       300         0     1,125         0       550 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    1,800     1,200         0       600         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      53.4       0.0      32.2       6.3      14.4       1.0       0.0       3.8       0.0       1.8 :
:                                                                                                              :
: 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 April 14, 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    29,625                :
: Positions                                                                                                    :
:   21,350    15,090         0    10,525     1,690     3,850       300         0       675         0       500 :
:                                                                                                              :
: Changes from:     April 7, 2020                                                                              :
:    2,100     1,200         0       900         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      50.9       0.0      35.5       5.7      13.0       1.0       0.0       2.3       0.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         0         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------



Updated April 17, 2020