Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    19,098                :
: Positions                                                                                                    :
:   14,477     9,142       573       563     1,119       486       615       183       217     5,849     1,092 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -377      -277      -175       141       -45         0      -150         0      -111      -108       -69 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      47.9       3.0       2.9       5.9       2.5       3.2       1.0       1.1      30.6       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        11         .         .         4         .         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    14,830                :
: Positions                                                                                                    :
:    9,091     7,985       639       899     2,308       538         0     1,172        98     1,488       850 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,001      -405       -44      -550        37      -268      -256       -24       -54      -154        -7 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      53.8       4.3       6.1      15.6       3.6       0.0       7.9       0.7      10.0       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       18        20         .         .         .         4         0         4         .        10        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    36,727                :
: Positions                                                                                                    :
:   24,327    30,326     4,583       597     1,990       768       200       139     3,080     1,635     1,825 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -2,164    -2,055       151       287      -338      -121         0         0       125       325      -425 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      82.6      12.5       1.6       5.4       2.1       0.5       0.4       8.4       4.5       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        22         .         .         .         .         .         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (1 MWh for about 368 Hours)                                :
CFTC Code #064392                                                    Open Interest is    30,906                :
: Positions                                                                                                    :
:   25,049    26,566         0     1,929     1,078         0       229       304     3,700        25       775 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -2,200    -2,534         0      -187         0       -25      -127         0      -450         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      86.0       0.0       6.2       3.5       0.0       0.7       1.0      12.0       0.1       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        19         0         .         .         0         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV   (Contracts of 1Megawatt for 368 Hours)                       :
CFTC Code #064394                                                    Open Interest is   134,715                :
: Positions                                                                                                    :
:  102,659    98,172     2,406    14,932     8,241     9,920     1,665     4,743     3,482     3,853     3,018 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -3,272    -1,746      -551       422      -171     2,607      -125      -442      -259       -34      -204 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      72.9       1.8      11.1       6.1       7.4       1.2       3.5       2.6       2.9       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       30        32         .         .         5         7         5         .         7         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    65,397                :
: Positions                                                                                                    :
:   55,118    47,017     2,940     9,786     4,031       371       810     1,365       696     1,452       876 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -2,929    -2,892      -500       584      -584        97        50       -98       125      -950      -225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      71.9       4.5      15.0       6.2       0.6       1.2       2.1       1.1       2.2       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        19         .         .         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                     :
CFTC Code #064396                                                    Open Interest is    39,301                :
: Positions                                                                                                    :
:   36,122    28,485       496     7,155     1,208         0     1,178         0     1,175       975       300 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,274      -975      -161      -310        25         0         0         0         0      -150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.9      72.5       1.3      18.2       3.1       0.0       3.0       0.0       3.0       2.5       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        13         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                  :
CFTC Code #06439A                                                    Open Interest is    58,522                :
: Positions                                                                                                    :
:   34,317    21,797       938    28,092     2,328    15,290       200        50     1,296     1,892     4,083 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -466    -1,880         5       506      -616      -275       100         0      -152       382      -420 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      37.2       1.6      48.0       4.0      26.1       0.3       0.1       2.2       3.2       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        19         .         .         5         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    74,653                :
: Positions                                                                                                    :
:   42,553    22,910         0    41,337     4,431    22,373       625       120     2,332     2,718     2,459 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -505    -1,345         0      -425      -297      -579       100         0      -246       235      -328 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      30.7       0.0      55.4       5.9      30.0       0.8       0.2       3.1       3.6       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        20         0         4         4         6         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    69,473                :
: Positions                                                                                                    :
:   50,091    43,913    12,085    20,164     3,157         0         0         0     2,149       748     1,489 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -2,308    -1,222       283      -564      -285         0         0         0       201       -60       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      63.2      17.4      29.0       4.5       0.0       0.0       0.0       3.1       1.1       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        22         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is    87,169                :
: Positions                                                                                                    :
:   60,377    48,055    21,058    34,853     1,176         0       150         0     1,950       819     2,116 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -3,298    -2,098        71      -912      -220         0       -25         0       196       -26       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      55.1      24.2      40.0       1.3       0.0       0.2       0.0       2.2       0.9       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        23         4         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439K                                                    Open Interest is    44,432                :
: Positions                                                                                                    :
:   29,785    39,662     9,404         0     4,224         0         0         0       280         0       225 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -100         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      89.3      21.2       0.0       9.5       0.0       0.0       0.0       0.6       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       17        13         .         0         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                              :
CFTC Code #06439L                                                    Open Interest is    28,300                :
: Positions                                                                                                    :
:   26,219    16,503         0     9,230     1,251         0       600         0       360       695         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:      205       -10         0       200         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.6      58.3       0.0      32.6       4.4       0.0       2.1       0.0       1.3       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18        15         0         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                               :
CFTC Code #06439N                                                    Open Interest is    20,434                :
: Positions                                                                                                    :
:   12,145    18,772     6,415         0     1,140         0         0         0       325       222       300 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:      165        97         0         0         0         0         0         0       -70         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.4      91.9      31.4       0.0       5.6       0.0       0.0       0.0       1.6       1.1       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        12         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    88,301                :
: Positions                                                                                                    :
:   64,782    64,806       370     9,552     9,148     6,582     1,383        52     5,172     1,142     1,806 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:    2,545     1,935         0      -309        48       -39       -14         0      -772       -39       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      73.4       0.4      10.8      10.4       7.5       1.6       0.1       5.9       1.3       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       32        32         .         .         .         6         .         .        11         4         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #06439V                                                    Open Interest is    14,076                :
: Positions                                                                                                    :
:    9,465    13,782     3,717         0       144       750         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:      972       972         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      97.9      26.4       0.0       1.0       5.3       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        14         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                    :
CFTC Code #06439W                                                    Open Interest is    14,016                :
: Positions                                                                                                    :
:    9,405    13,572     3,717         0       144       750         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:      972       822         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      96.8      26.5       0.0       1.0       5.4       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        14         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    48,431                :
: Positions                                                                                                    :
:   39,179    36,314         0     5,801     3,348         0       700         0     5,220     1,475       335 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:    2,245     1,020         0         0         0         0         0         0       -25     1,175        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      75.0       0.0      12.0       6.9       0.0       1.4       0.0      10.8       3.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        16         0         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    49,142                :
: Positions                                                                                                    :
:   36,287    43,192     6,364         0     5,369         0         0         0       690       100       200 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:      -65       105        40         0       -10         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      87.9      13.0       0.0      10.9       0.0       0.0       0.0       1.4       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        16         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    42,594                :
: Positions                                                                                                    :
:   36,473    30,169        55     5,988     4,850       115       900        50       275       365       260 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:      162       527         0      -425       177         0         0         0       -65         0       250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      70.8       0.1      14.1      11.4       0.3       2.1       0.1       0.6       0.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       22        22         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    63,723                :
: Positions                                                                                                    :
:   49,108    61,453    10,589       230     1,550         0         0         0     1,450       200        50 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -4,028    -5,304    -1,228         0         0         0         0         0       -23         0       -23 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      96.4      16.6       0.4       2.4       0.0       0.0       0.0       2.3       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        10         4         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    69,431                :
: Positions                                                                                                    :
:   58,134    63,691     4,661       975     3,770         0       525         0     2,276       200        90 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -3,285    -4,241    -1,027       188      -318         0         0         0       254         0       -14 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      91.7       6.7       1.4       5.4       0.0       0.8       0.0       3.3       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        11         .         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 368 Hours)                  :
CFTC Code #0643BF                                                    Open Interest is    80,435                :
: Positions                                                                                                    :
:   65,382    71,052     8,944     4,822     1,317         0       518        30     1,718         0     2,626 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -3,796    -4,078      -381       177       -77         0        45       -45       343         0       -12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      88.3      11.1       6.0       1.6       0.0       0.6       0.0       2.1       0.0       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        20         5         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    98,473                :
: Positions                                                                                                    :
:   78,993    85,610    10,065     4,321     2,987       645     1,478       175     1,554       129     3,758 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -4,534    -5,450      -738       -27        55       -32       -85       -25      -148       129       253 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      86.9      10.2       4.4       3.0       0.7       1.5       0.2       1.6       0.1       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       23        28         5         .         5         .         6         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    57,029                :
: Positions                                                                                                    :
:   39,255    51,126    17,254     1,484       120         0     2,799         0       300     1,400       100 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -2,964    -2,540      -580      -309         0         0      -635         0       -25      -100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      89.6      30.3       2.6       0.2       0.0       4.9       0.0       0.5       2.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        11         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                     :
CFTC Code #0643BR                                                    Open Interest is    52,240                :
: Positions                                                                                                    :
:   34,240    51,140    16,425         0       225         0       150         0     1,350       725         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,945    -2,250      -405         0         0         0       -25         0       100        25      -225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      97.9      31.4       0.0       0.4       0.0       0.3       0.0       2.6       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         8         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                      :
CFTC Code #0643BS                                                    Open Interest is    56,981                :
: Positions                                                                                                    :
:   34,989    52,089    16,931       127     2,244       700        35         0     1,043     1,632       743 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,105    -1,398      -239         0       -23       -25         0       -75         1        70      -120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      91.4      29.7       0.2       3.9       1.2       0.1       0.0       1.8       2.9       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        18         5         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    64,299                :
: Positions                                                                                                    :
:   46,493    57,051    13,819       295       445     1,070     3,200       275     1,363     1,966       688 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -711    -1,295      -300       -80        27         0       -25         0      -285       113      -176 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      88.7      21.5       0.5       0.7       1.7       5.0       0.4       2.1       3.1       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        17         .         .         .         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is    25,164                :
: Positions                                                                                                    :
:   11,849    23,655    12,755         0       424         0       885         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -706    -1,020      -418         0       -12         0       -40         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.1      94.0      50.7       0.0       1.7       0.0       3.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        13         5         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                             :
CFTC Code #0643BX                                                    Open Interest is    25,003                :
: Positions                                                                                                    :
:   11,905    24,261    12,310         0       372         0       225         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -464    -1,022      -585         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6      97.0      49.2       0.0       1.5       0.0       0.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        11         5         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    29,432                :
: Positions                                                                                                    :
:   23,832    20,755     2,905     4,790       728         0       514       330     1,370     1,397       160 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,715    -1,647      -145       -68       -55         0      -120         0        20      -110       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      70.5       9.9      16.3       2.5       0.0       1.7       1.1       4.7       4.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        14         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV   (1MW for about 368 Hours)                             :
CFTC Code #0643BZ                                                    Open Interest is    17,695                :
: Positions                                                                                                    :
:   14,079    14,070     1,403       942       230         0       970         0       685       881       152 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,193      -923       -45       -70         0         0      -110         0        10      -172       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      79.5       7.9       5.3       1.3       0.0       5.5       0.0       3.9       5.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643C3                                                    Open Interest is    57,551                :
: Positions                                                                                                    :
:   43,315    27,312     6,803    22,150       665     2,681     5,463       284     2,029         0     1,656 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,603    -1,657         4       366      -221        25      -421         0      -118         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      47.5      11.8      38.5       1.2       4.7       9.5       0.5       3.5       0.0       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        20         4         .         .         .         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   (1MW for about 368 Hours)                                    :
CFTC Code #0643C4                                                    Open Interest is    35,631                :
: Positions                                                                                                    :
:   30,353    12,830     1,929    18,570     1,270       725     1,288        60       566       974       584 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,649    -1,187       -38      -606       -69         0       -25       -10       -25       109      -109 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      36.0       5.4      52.1       3.6       2.0       3.6       0.2       1.6       2.7       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 July 7, 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    19,314                :
: Positions                                                                                                    :
:   10,038    17,730     7,166         0       970       300       264         0       575       175       175 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -400      -501      -130         0         0        -1         0         0       125       -25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      91.8      37.1       0.0       5.0       1.6       1.4       0.0       3.0       0.9       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        15         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    11,673                :
: Positions                                                                                                    :
:    6,469     8,350     3,109     2,100       468       125         0         0       250       100       490 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -854      -505       -93      -200        -7       -25         0         0       -45         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      71.5      26.6      18.0       4.0       1.1       0.0       0.0       2.1       0.9       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    10,671                :
: Positions                                                                                                    :
:    5,607     7,345     3,047     2,100       476       125         0         0       220       100       485 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -804      -505      -107      -200         0       -25         0         0       -45         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      68.8      28.6      19.7       4.5       1.2       0.0       0.0       2.1       0.9       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         9         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    34,295                :
: Positions                                                                                                    :
:   20,350    28,730    10,235         0       360       200         0         0       950     3,170     2,035 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,240    -1,006      -210         0         0         0         0         0      -100      -545       110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      83.8      29.8       0.0       1.0       0.6       0.0       0.0       2.8       9.2       5.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        12         .         0         .         .         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    34,715                :
: Positions                                                                                                    :
:   20,905    29,250    10,025         0       465       200         0         0       950     2,995     2,005 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,275    -1,061      -190         0         0         0         0         0      -100      -505       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      84.3      28.9       0.0       1.3       0.6       0.0       0.0       2.7       8.6       5.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        13         .         0         .         .         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   109,760                :
: Positions                                                                                                    :
:   77,154    90,122    22,496     4,882     6,815       150     1,030       730       915     4,675     1,426 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -5,429    -5,173    -1,152      -545      -462        25       -95       -25       550      -196      -373 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      82.1      20.5       4.4       6.2       0.1       0.9       0.7       0.8       4.3       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       33        29         4         .         .         .         .         .         4         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   121,733                :
: Positions                                                                                                    :
:   84,781   101,996    22,453       860     9,397        26     1,280     1,685       909     4,004     2,431 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -6,764    -6,751    -1,265      -780      -273       -10      -330        -5       350       163      -600 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      83.8      18.4       0.7       7.7       0.0       1.1       1.4       0.7       3.3       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       36        28         5         .         5         .         .         4         .         8         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   536,407                :
: Positions                                                                                                    :
:  296,382   361,703    51,909     4,142    96,922    15,922    13,154    31,862    20,505     5,872    22,590 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -3,814    -5,709    -5,629      -207    -2,007     1,627      -526       145       609      -782      -210 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.3      67.4       9.7       0.8      18.1       3.0       2.5       5.9       3.8       1.1       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       44        35         4         .         5         9         9         8        20         6        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    16,420                :
: Positions                                                                                                    :
:    9,334    14,235       937        25     1,435       820       100       565     3,214         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -515      -720        -1       -70       -39       -50         0         0      -219         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      86.7       5.7       0.2       8.7       5.0       0.6       3.4      19.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12         9         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    13,301                :
: Positions                                                                                                    :
:    6,632    11,245     1,324        90     1,311       150       300       355     3,414         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -395      -765       -91       -30         0       -25         0         0      -269         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.9      84.5      10.0       0.7       9.9       1.1       2.3       2.7      25.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12         9         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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     6,080                :
: Positions                                                                                                    :
:    3,010     3,430       510         0       185        85       330       840       615       625       100 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.5      56.4       8.4       0.0       3.0       1.4       5.4      13.8      10.1      10.3       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        12         .         0         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV   (1MW for about 352 Hours)                              :
CFTC Code #0643ID                                                    Open Interest is    16,945                :
: Positions                                                                                                    :
:   13,208    15,231       934         0       209       350         0         0     1,995     1,250       225 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:      -20         5         0         0         0         0         0         0        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      89.9       5.5       0.0       1.2       2.1       0.0       0.0      11.8       7.4       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       12        24         4         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    87,573                :
: Positions                                                                                                    :
:   61,137    62,582    17,406    11,906     1,440         0     4,055         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,510    -1,381      -316      -260         0         0      -185         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      71.5      19.9      13.6       1.6       0.0       4.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        19         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    73,257                :
: Positions                                                                                                    :
:   51,848    50,892    13,884    10,285     1,465         0     4,555         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -999      -885      -261      -230         0         0      -145         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      69.5      19.0      14.0       2.0       0.0       6.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        18         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    24,745                :
: Positions                                                                                                    :
:    7,330    15,955     7,855         0     4,885       550       990         0     1,500         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -455      -795      -175         0      -175       -50       -15         0      -140         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.6      64.5      31.7       0.0      19.7       2.2       4.0       0.0       6.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         .         0         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    58,480                :
: Positions                                                                                                    :
:   32,055    20,185     7,161    24,586       780    11,620     5,375     3,825         0       960         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:       25      -978    -1,283      -940       420         0       655      -195         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      34.5      12.2      42.0       1.3      19.9       9.2       6.5       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        13         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    39,347                :
: Positions                                                                                                    :
:   20,595    16,996    10,056    12,890       780     2,365     3,040     3,045         0       360       300 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:      288      -925      -928      -535       420      -200       615       -15         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.3      43.2      25.6      32.8       2.0       6.0       7.7       7.7       0.0       0.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        16         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CZS                                                    Open Interest is    22,145                :
: Positions                                                                                                    :
:   13,015    11,878     5,170     3,072       300         0     3,415     1,800         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -633      -505      -390      -333         0         0      -185         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      53.6      23.3      13.9       1.4       0.0      15.4       8.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        11         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.N.Y.C._month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                             :
CFTC Code #064CZT                                                    Open Interest is    18,675                :
: Positions                                                                                                    :
:   10,782    12,430     4,680     3,127       300         0       325     1,800         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -363      -687      -310        -6         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      66.6      25.1      16.7       1.6       0.0       1.7       9.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14         8         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064DLW                                                    Open Interest is    97,930                :
: Positions                                                                                                    :
:   60,880    32,475       890    36,680     5,225    12,095     1,450       880         0     3,215       625 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -220      -440      -200      -895       -90    -1,030      -100         0         0        10       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      33.2       0.9      37.5       5.3      12.4       1.5       0.9       0.0       3.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        19         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    93,000                :
: Positions                                                                                                    :
:   57,565    31,020       125    32,130     5,745    12,650     1,450       980         0     5,685        70 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -460      -545      -310      -985        75      -935      -100       -40         0       -65         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      33.4       0.1      34.5       6.2      13.6       1.6       1.1       0.0       6.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        18         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    23,518                :
: Positions                                                                                                    :
:   14,036     4,143         0     1,023       741     2,355     9,090       505       875     3,875       490 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -885      -224         0        39      -130      -250    -1,175         0       -25       150      -195 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.7      17.6       0.0       4.3       3.2      10.0      38.7       2.1       3.7      16.5       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    22,848                :
: Positions                                                                                                    :
:   13,241     4,178         0     1,738       633     2,355     8,590       535       875     2,885     1,005 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -716      -200       -55       -16      -100      -250    -1,025         0       -25       145      -190 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      18.3       0.0       7.6       2.8      10.3      37.6       2.3       3.8      12.6       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    60,170                :
: Positions                                                                                                    :
:   19,615    49,985    12,555     7,775        60    17,275         0         0     8,740         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -245    -3,175    -1,095      -490         0    -2,040         0       -25      -500         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.6      83.1      20.9      12.9       0.1      28.7       0.0       0.0      14.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         7         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EUY                                                    Open Interest is    61,050                :
: Positions                                                                                                    :
:   21,055    54,710     8,870     1,755     1,875     5,650        55        50    20,645         0       140 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,475    -3,065      -670       -75         0      -100       -60         0      -955         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.5      89.6      14.5       2.9       3.1       9.3       0.1       0.1      33.8       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        10         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    51,660                :
: Positions                                                                                                    :
:   20,265    45,600     9,250     2,115     1,110     5,650        55        50    12,455         0       490 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,270    -2,515      -725       -75         0      -100       -60         0      -555         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.2      88.3      17.9       4.1       2.1      10.9       0.1       0.1      24.1       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        10         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064EWU                                                    Open Interest is    69,825                :
: Positions                                                                                                    :
:   37,610    38,710     4,960         0     2,220     1,820    19,900       840    15,115     1,250     1,270 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -2,015    -3,060      -255         0       -55      -275       -50      -200      -680      -100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      55.4       7.1       0.0       3.2       2.6      28.5       1.2      21.6       1.8       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        11         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EWV                                                    Open Interest is    64,065                :
: Positions                                                                                                    :
:   37,210    33,645     4,365         0     2,490     1,670    19,900       840    11,455     1,250     1,270 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,975    -2,950      -245         0       -55      -300       -50      -200      -635      -100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.1      52.5       6.8       0.0       3.9       2.6      31.1       1.3      17.9       2.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        11         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    63,447                :
: Positions                                                                                                    :
:   36,783    21,706         0    18,562       300    17,075         0     3,605        50    13,710     2,005 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,453      -635         0      -568         0      -640         0        90         0      -900         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      34.2       0.0      29.3       0.5      26.9       0.0       5.7       0.1      21.6       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        12         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    52,610                :
: Positions                                                                                                    :
:   34,543    18,450         0    15,818       300     8,975         0     3,655        50     9,550     2,250 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,679      -570         0      -559         0       -90         0        90         0      -660         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.7      35.1       0.0      30.1       0.6      17.1       0.0       6.9       0.1      18.2       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        12         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   183,739                :
: Positions                                                                                                    :
:   95,863    87,940    17,465       260     6,584     8,782    19,980     4,963     1,250    15,035     2,230 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -5,770    -3,075       537       150      -687       373    -1,020      -498      -100      -995       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      47.9       9.5       0.1       3.6       4.8      10.9       2.7       0.7       8.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        28         .         .         .         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   146,536                :
: Positions                                                                                                    :
:   70,916    80,637    20,489         0     2,385     7,387    10,305     5,073     1,550     9,255     2,310 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -4,753    -2,686       309         0      -684       588      -520      -473        15      -615         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.4      55.0      14.0       0.0       1.6       5.0       7.0       3.5       1.1       6.3       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        27         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FJY                                                    Open Interest is    22,975                :
: Positions                                                                                                    :
:    9,020    18,425     9,425       980     2,220     1,500       300         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -485      -370        30       -35       -30         0       -50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.3      80.2      41.0       4.3       9.7       6.5       1.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        11         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    69,756                :
: Positions                                                                                                    :
:   29,260    38,300    15,211     4,566    10,500     1,755         0     8,815         0     3,590         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,907    -2,800      -638        50      -230      -550         0      -130         0      -345         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.9      54.9      21.8       6.5      15.1       2.5       0.0      12.6       0.0       5.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        15         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    59,365                :
: Positions                                                                                                    :
:   25,835    29,650     8,506     3,471     7,799     1,580         0     9,065         0     3,040         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -1,785    -1,735       125       300      -545      -240         0      -305         0      -345         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.5      49.9      14.3       5.8      13.1       2.7       0.0      15.3       0.0       5.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        16         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    45,880                :
: Positions                                                                                                    :
:   16,405    26,985       245     5,540     5,725    16,125     1,585     1,990       840         0       840 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:      305       845       125      -410      -145       -75        35      -260       140         0      -140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.8      58.8       0.5      12.1      12.5      35.1       3.5       4.3       1.8       0.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        15         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    54,455                :
: Positions                                                                                                    :
:   11,865    38,420         0     4,630     5,360    32,020     1,855     1,050       840         0       840 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:     -495      -340         0      -295         0      -325       -75         0       140         0      -140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.8      70.6       0.0       8.5       9.8      58.8       3.4       1.9       1.5       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        15         0         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   173,136                :
: Positions                                                                                                    :
:   94,637    94,754     4,785     3,687    29,474     6,585    11,870     6,000     3,150         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -5,015    -2,664     2,426       -60    -1,754      -140      -285      -500      -215         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.7      54.7       2.8       2.1      17.0       3.8       6.9       3.5       1.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       25        26         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   119,860                :
: Positions                                                                                                    :
:   72,330    59,750     3,260    12,580    16,790     2,025     7,715     8,270     2,460         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2020                                                                              :
:   -2,915    -2,465       215      -725      -240        50       260      -800      -295         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      49.8       2.7      10.5      14.0       1.7       6.4       6.9       2.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       22        24         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated July 10, 2020